I am currently using Mageia 3 with KDE 4.10.5, but this particular question is applicable to other 4.x releases of KDE. When I first login, KDE opens up a bunch of blank emacs buffers, Konsoles, and various other windows. It appears that it's trying to remember what applications I had open in a prior session. However, if I close every application prior to logging off/on or rebooting, it still opens up a bunch of windows. Anyone know what is causing this behavior and how to disable it?

This is the session restore behaviour. It sounds like you have either set this to manual in the past and have saved a session like this - or the Konsole/Emacs/etc processes are not exiting when you close them, thus resulting in them being restored.

To disable session restoring, open System Settings > Startup & Shutdown > Session Management, and ensure "Start with an empty session" is selected under "On Login".