When is a shutdown not a shutdown? That's not a Zen koan. Instead, it's a description of one of Windows 10's most fundamental features.
In Windows 10, fast startup mode is enabled by default. This feature uses the hibernation file to restore a previously saved image of the Windows kernel and all necessary drivers for installed devices. This process that is significantly faster than a "cold" start, which has to load and link the Windows kernel, enumerate all connected devices, and then load drivers for each of those devices.
To make this magic possible, the fast startup feature changes what happens when you choose the Shut Down option from Start. Just as with a full shutdown, Windows closes all running apps and signs out of all user sessions, leaving the system in the same state it would be in if you had just started up. It then saves that state to the hibernation file so it can return to that state the next time you start up.
To manage the fast startup feature, go to Control Panel > Hardware and Sound > Power Options and then click Choose what the power buttons do. Use the checkbox shown here to toggle this setting on or off.
But you don't need to disable this otherwise useful feature to do a full shutdown. Instead, hold down Shift as you choose Shut Down from the power menu. That forces Windows to do a cold startup, ignoring the hibernation file, the next time you restart.
Note that when you use the Restart option from the power menu, Windows also does a full shutdown and a cold restart. That's the preferred way to ensure that updates and installers are able to complete their work properly.
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