Sometimes I have Sublime Text 2 (almost always latest dev build) open with temporary (FIleZilla) files. I usually exit ST2 without clearing the session. Not sure if that is related:
When I start ST2, it restores the last opened session but sets focus to an "untitled" tab which simply isn't there.
Screen shot: http://img696.imageshack.us/i/bild000x.png/
How could this happen?