Yeah, I know. There's got to be something causing it, and if we can figure that out, you won't have to worry about it anymore. (: Does it happen even when you just open Preview manually, and close it again without opening an image?

Also, one thing to try is resetting Preview's preferences. To do that, make sure Preview isn't running and hit ⇧⌘G (Go > Go to Folder...) in the Finder, and type in ~/Library/Preferences. Next, trash the file com.apple.Preview.plist in there, and see if that fixes anything.