Each time you restart Photoshop, the loaded styles, etc. revert to the set of defaults (all the things that are in the "Presets" folder in the main Photoshop folder. If you've loaded various brushes or styles that reside in a different place (my extras are in a folder called "Dona's presets") then those are not reloaded upon starting up PS. It's that way for a good reason--you don't want PS to have to reload every brush, style, pattern, action, etc. you ever downloaded, you just want the standard set to work with, which makes PS startup and run faster.
Now, if you want to have a special set of styles, for example, that you have developed for yourself to load each time (let's call it Anna's styles), then save that set of styles by that name, in the "Presets" folder. What you need to do is go to the "Edit" menu and choose "Preset Manager" then select and delete (they're not going away forever) all the styles you don't want in "Anna's styles", leaving only the special ones you want to include in that bunch. Then select all the remaining styles and click on "Save Set" and name it "Anna's styles". Be sure to navigate to the "Presets" folder as the place to save it. Now that set will always come up (along with the other residents of the "Presets" folder when you restart Photoshop.
Use the same technique to save a set of brushes, patterns, etc. All the other things you've downloaded are still available for temporary use whenever you wish to load them into PS for a particular project.