How to Set Home  
Setting Home

If the land where you are enables it, you can set your home to this location. This means, when you log into Second Life and choose home, this is where you go. It can also be a place that you quickly teleport to if you click on Map (on the bottom of your screen) and then click on "Home" and you will teleport there straight away. Not all places enable you to set your home to the land. You do this by going to the Edit menu and clicking on Set Home here.

When logging into Second Life, you can choose to go to your last location. To do this, before logging into Second Life, ie on the log on page, go to Edit/Preferences and choose the General tab. The click on the button "My Last Location". You can change this this when inworld too.