Restart Nautilus

http://en.wikipedia.org/wiki/Nautilus_%28file_manager%29
Will define Nautilus. I do not know answer for rest of your question.

Nautilus is the default file manger: the link in the previous answer shows you.

Now to fix your problem we are going to need some additional additional information.

1. When you close your computer are you doing a proper shut down, just switching off or putting it into standby.

2. Has Your computer always done this since installing Ubuntu or has this changed recently. If it has changed when and did you change anything else at the time

3. Open a terminal CTRL+ALT+T and give us the output of the following commads

-----------------------------------------------------------------------------------------------
lsb_release -a; uname -a; apt-cache policy nautilus; sudo lshw
-----------------------------------------------------------------------------------------------

Enter your password when requested there is no feedback but it is being accepted.

This will produce a lot of output but we a used to that here. Paste all of it in your reply

Nautilus is the pre-installed file manager in Ubuntu.
Read more here:
https://help.ubuntu.com/community/DefaultFileManager

As for your problem , let us see some terminal(CTRL+ALT+T) results.

lsb_release -rcd ; uname -rm
ls /etc/xdg/autostart/ | grep -i naut

Thanks