How do I disable this feature? Always shows the last played media

Open the app: Launch the app where the feature is enabled.
Go to settings: Look for the settings or account option, usually represented by a gear icon.
Playback settings: Search for options related to playback or recently watched media.
Disable the option: If there's an option that says something like "Show last played media," toggle it off or uncheck the box.

For Media Players (like VLC, Windows Media Player, etc.):

Open the application: Start the media player you are using.
Preferences/Settings: Go to the settings or preferences menu.
History/Recent Files: Look for sections related to history or recent files.
Clear history: You might find an option to clear the recent file list or disable it from showing.