Hi, this is normal.
KOReader's UI is basically just a file browser by default. You need to navigate to wherever you keep your ebooks, and long-press on that folder and set it as your Home for it to automatically open that folder next time you restart KOReader.
There's a an option under Settings to change browsing style. See the user guide.
You could also install an UI plugin, like SimpleUI (obligatory shilling for my
patches to go along with it) if you'd like a more "natural" interface, or use another like Bookshelf or ZenUI.