Adding a vector layer at QGIS start

It looks like that QGIS creates a new empty project after the initialization. But if you want to open Qgis with the same layer/project you can first save your layer into a project and then define that the project opens on launch. You can find it here:

Options-> General-> Project files-> Open projects on launch

An alternative option would be to call the addVectorLayer method within python macro openProject function (Project>Project Properties | Macros):

def openProject():
    from qgis.utils import iface
    iface.addVectorLayer("c:/Temp/AA/counties.shp", "ccounty", "ogr")
    pass