I cannot find a way to prevent Android Studio from automatically loading the last project in use. I want it open me the beggining window with the list of projects available and
In Appearance & Behavior -> System Setting , also you can change some other setting about open or save projects
Android Studio 2.1.1 MacOS X
UPDATE
This screen can accessed in Android Studio 3.1.3 on MacOS High Sierra by selecting the Android Studio -> Preferences menu