Hi Royphotog,
Photoshop preserves the information like last accessed location to open a file automatically.
Please try the below steps.
> Open Photoshop
> Click on File> Open, navigate to desired location to open a file
> Once the file is opened, close Photoshop and re-launch it.
> Now try going to File> Open. It should open the last location accessed to open the file.
Please let us know if this helps.
~Mrinmay