Autostart Numlock
 

Is it possible to begin a session with the numlock on? If so, how?

Or is there a reason to keep it off? (I use the numpad all the time.)

This should be what you're looking for:

Num Lock

Hope it helps. :)

That's quite complicated, but maybe you'll have to do it. If you use KDE, you can set it through Control Center under the keyboard settings. Probably on some other window managers too, like Gnome or whatever.

On the KDE desktop, click on the little wrench icon for Control Center modules. Then choose Peripherals then Keyboard. Then it says NumLock on KDE startup:
Turn On
Turn Off
Leave unchanged

Choose the top one.