KDE has an option for reloading the previous session if you logged out without closing all of your applications. It doesn't work with all apps though, just ones with the proper hooks built in to allow themselves to be restarted, mostly KDE apps, not surprisingly.
In the KDE Control Center > KDE Components > Session Manager you can disable the session reloading or configure it to ignore certain applications.
The apps themselves might also have configuration options regarding automatically starting.
Also, you could check your ~/.kde/Autostart directory for links to any apps set up to start with the session (there probably aren't any by default though).