When you open a raw photo you have previously edited, RawTherapee obviously picks up the settings you previously decided upon for exposure, sharpening, cropping etc. The first time you open a raw photo though, RawTherapee uses the "Default" processing profile (unless you changed the default processing profile for raw photos in "Preferences > Image Processing > Default Processing Profile"). This profile contains mostly neutral settings and a few tweaks on top of that, which should result in a pleasant photo which you can continue tweaking to your taste. In particular, it uses Auto Levels to get the tones and exposure about right, moderate Sharpening, automatic raw Chromatic Aberration removal and hot/dead pixel fixing using the Preprocessing tool. The image produced will not look like your out-of-camera JPEG (or like the original thumbnail you saw for that photo, which is identical to the out-of-camera JPEG).
When opening non-raw files (JPEG, TIFF or PNG) for the first time, RawTherapee uses a different profile - the "Neutral" profile (unless you changed the default processing profile for non-raw photos in Preferences, as described above). The "Neutral" profile makes no changes to the image and so gives a starting point that's, well, neutral!
RawTherapee is set to use the "Default" profile for raw photos and "Neutral" profile for non-raw photos by default after a clean installation. If they don't work for you, you can change them from "Preferences > Image Processing > Default Processing Profile". The section on "Creating processing profiles for general use" will help you create good custom profiles.