When you logout, you have an option to "Save session for future logins". Make sure this is unchecked.
Having said that, there is an issue with Xfce sometimes saving sessions when its not supposed to.
To manually clear out your saved sessions cache (assuming that you are running the default Xfce 4.8 that was shipped with Xubuntu 12.04), before you log in:
1. Go to the first tty (Ctrl+Alt+F1)
2. Log in to the text console
3. Issue these commands to clear the sessions cache:
Code:
cd .cache
rm -rf sessions
4. Go back to the gui login screen (Ctrl+Alt+F7)
5. Log in and see if it worked.
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