Make sure that you don't have the Permanent Private Browsing mode enabled in Options:
https://support.mozilla.com/en-US/kb/Private%20Browsing#w_how-do-i-always-start-firefox-in-private-browsing

I've done all the above, followed all the directions in Help and it still doesn't work, I cannot watch Netflix videos for which I am paying money!!

If you go to your Firefox tab and scroll your mouse over to Options and once another menu appears on the right of that click on Options. There are a few tabs here but the one you need to click on is the Privacy tab. Where it says Firefox will.........remember history

              never remember history 
              use custom settings for history 

click on the last option- use custom settings then make sure the box next to Permanent Private Browsing Mode IS NOT CHECKED!!!!

Start Firefox in Diagnose Firefox issues using Troubleshoot Mode to check if one of the extensions is causing the problem (switch to the DEFAULT theme: Firefox (Tools) > Add-ons > Appearance/Themes).

• Don't make any changes on the Safe mode start window.
• https://support.mozilla.com/kb/Safe+Mode

See also:

• http://kb.mozillazine.org/Preferences_not_saved
• https://support.mozilla.com/kb/Preferences+are+not+saved

You can also check the target line in the desktop shortcut and make sure that there isn't a -private switch appended.