Well, I go to a lot of the same pages every day, so I very much want to continue whee I left off, but not necessarily to start playing media at once.

you know what I'd love (all you enterprising Chrome plugin developers): let me view and manage my open tabs through the same sort of large icon interface that appears on the New Tab page. I wouldn't mind being able to organize my bookmarks that way either. I can't understand why nobody has attempted to do anything different with the bookmark interface for years now.

It's not the setting. Chrome automatically continues there when it's closed by Windows restarting. The idea is that applications that are open will return to the same state when the computer restarts. This is separate from the user closing the program and launching it again.