You can use:

• Tools > Options > General > Startup: When Firefox Starts: Show my windows and tabs from last time

You can also find a Restore Previous Session button on the about:home page and in the Firefox > History menu.

Depending on what you want to do, exactly, there's more than one option. If you want to always save your open tabs and reopen them the next time you use Firefox, there's an easy way to do that.

Go to the Options dialog (Firefox > Options > Options). Under the General tab, the very first option should say "When Firefox starts:" with a dropdown list next to it. Just pick "Show my windows and tabs from last time" from the list and click OK.

Now Firefox will always save your open tabs when you close it, and reopen them the next time you use it.

If you want to manually save a session and load it up later, or save multiple sessions or something like that, I'd recommend the Session Manager addon.