This is a great feature. Since Firefox has the ability to have more than one web-page open in the same window (through tabs), it's just common sense that you should be able to have more than one web-page open by default, when you open your browser. I find it handy because when I come online I check up on 3-8 different websites, and I can have the ones I visit most frequently open automatically.
I'll stop babbling and show you the two ways to do this. The first is the hardest, but will show you how to do it manually. Go to Tools > Options. On the General tab you'll find Home Page is the first option.
Notice that in the image there are a few URLs in the text box. You may list as many as you want, all you need to do is separate each one with a | (usually located just above your "Return" or "Enter" key), like they are in the image.
Now a much easier way to do this is to open all of the pages you want as home pages in different tabs, go to Options and click the "Use Current Pages" button. You also have the choice of selecting one of your bookmarks for your home page, or just using a blank page.
Peter