I've just spent about half an hour trying to close mulitple blender windows that I opened by mistake whilst trying to close one...this is so frustrating. I've searched the internet and tried 'join area' but that doesn't seem to work. 

Can anyone help please? I can't believe something so simple could be so complicated:(

When you say 'windows', do you mean 'panes'?

When I open multiple windows CTRL ALT W of say, the 3D view, and then close Blender altogether without saving state as default, all the extra windows don't reappear.

If you mean 'panes': the size of the two panes to be joined into one (which is what I assume you mean by "closing") have to be identical... width, if you're joining two panes that are on top / below each other, and height, for those next to each other.

Pass the mouse slowly to the line joining the two panes, then when the cursor turns into a double arrow, right-click and select "join area", then move the mouse over the pane you want to grow into / over-write before you click it to confirm.

https://www.youtube.com/watch?v=AMBi1R7KB48

Blender can only join windows in the order that you separated them. Meaning, if you split the 3D view and then split it again, you first have to join that second split and then the first one. Or basically note how the windows are split. If the windows are have the same length or width, they can be joined. Gosh it's hard explaining without pictures lol

Hope you get that

Thanks for the replies and tips everyone. That Youtube video is really useful!

Haha, who designed the Blender UI ? Sheldon Cooper ? :D ;)

Bazinga!