I've spent a couple of hours looking for a way to make TextPad automagically open whatever documents were open when i last exited, alas, without success.
Still, my hope is that is my compFu failing me, since TP can pretty much do anything else I've thrown at it.
As coho said, workspaces are the key. The simplest way to achieve what you want is:
1. Click File > Workspace > Save As.
2. Save the workspace with any name and location of your choosing.
3. Click Configure > Preferences.
4. On the General tab, click Reload last workspace at startup.