With the startup state setting you can control the state of your lamp when it is turned on. As a default the Startup state is set to Default mode and that means that the lamp will go to default mode after it has been turned on.
With the Last state mode the lamp will remember the state it was in when the lamp was turned off and it will go to the same state when turned on again. You can also set a minimum level for the Last state. This means that if the lamp was at 0% when turned off it would still go to some minimum level after it is turned on again.
You can find the 'Last State' setting under Lamp settings. Double tap on the lamp control and select 'Lamp settings'