A typical question asked by many new Linux users. The answer is pretty simple:
Your partitions are not being unmounted properly when you last shutdown the Linux desktop. Linux needs to shutdown properly (I’m sure this applies to Windows and Mac OS too) before powered off. If you skip this step there could be data loss.
If you are using text based session (CLI), type following command as privileged user:
shutdown -h now
If you are using GUI (KDE / Gnome or any other Windows Manager) click on System > Quit button. Look out for shutdown button.
Do not unplug the power supply. Also use UPS (Uninterruptible power supply) to protect data and to avoid other problems. I recommend APC ups for continuous supply of electric power.
Updated for accuracy.