Add the following content to the configuration file:

" Go to last file(s) if invoked without arguments.
autocmd VimLeave * nested if (!isdirectory($HOME . "/.vim")) |
    \ call mkdir($HOME . "/.vim") |
    \ endif |
    \ execute "mksession! " . $HOME . "/.vim/Session.vim"

autocmd VimEnter * nested if argc() == 0 && filereadable($HOME . "/.vim/Session.vim") |
    \ execute "source " . $HOME . "/.vim/Session.vim"

Reference: Open the last edited file

If you use terminal, it is recommended to use the following two aliases:

alias lgvim='gvim -c "normal '\''0"'
alias lvim='vim -c "normal '\''0"'

Here is a detailed introduction

I prefer to use mru plug-in