What is saved, and what starts again
What Explorer keeps for you between visits, and the Config values behind its limits.
What is saved
Which columns you pinned, the highlight scale (Per Column or Global), the selection mode (OR or AND) and the conditions you last added a column of each entity with are saved for you in this Tenant; next time you open it, you start with the same settings. Nothing else is saved yet: names you give columns with Rename, the columns you opened, filters, sort and groups, the view settings, the density and a column's domain view start again from their defaults. In the metadata model and governance worlds nothing is saved.
Keep in mind How many records load per page, how deep the relation walk goes and how many records a cross-filter keeps in a column come from the Tenant's Config values (performance.pageSize, performance.graphTraversalDepth, performance.crossFilterMaxRecords), and so do the size from which a new column first asks which records you want and the conditions it opens with (explorer.prefilter.minRecords, explorer.prefilter.defaults), and whether Explorer opens with the question at all (explorer.opening.wizard). To change them, contact the Tenant administrator.