Do you leave Explorer open when you shutdown Windows? If yes, check
settings in Folder Options> View. Uncheck the box to "restore previous
folder windows at login."
Otherwise, check the Startup folder in start menu for a shortcut to
explorer.exe. If found, remove from the folder if you do not want this
program to launch at startup.
If none of the above, look carefully at the Explorer window when it opens.
What folder is the focus on? (The folder name will be highlighted.)