Basics: The User Interface Windows/Dialogs
An introduction to Gimp and it's user interface.
By default GIMP saves window positions on exit. If you only get one window when you start GIMP, that's how the window configuration was previously saved.
You can reset this to default by going to 'File / Preferences / Window Management' and clicking the 'Reset Saved Window Positions to Default Values' button.
At 2:48 the speaker accidentally says 'layers' instead of 'dialogs'. The sentence should be:
"This is where I usually grab my dialogs."