Hmm...
Looking at the screen grab, that's the model loaded in Layout right? If it's the case that you've been completing the rigging in Layout, did you simply do a 'Save scene' before quitting?
If so, then you've made the classic mistake of not saving the actual objects as well. Remember, the bones are all stored as part of your object file. The scene file only saves the description of where those objects are within the scene at a given point in time, so you always need to remember to save both the scene and your geometry.
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