It's perfectly fine. Shutting down simply autosaves all your work if you haven't closed it yet. When you turn on after you shut down, it reloads everything fresh. If you hibernate, you store everything you are working on in memory too, but when you turn on after, it's the same when you turned it off.
Sometimes that happens when you use programs that don't get erased from memory when you quit. I noticed that too, but it doesn't bother me very much. Go to the Windows Task Manager and clear all the processes on the Processes list that don't belong there. Only clear the ones which have your account name's label next to them. Do not clear system based ones or the explorer program.