All connections and queries are stored in the config.xml file located in the Workspace folder. For different reasons this file might get corrupted. In these cases the application uses its backup stored in the <workspace dir>\backup folder. The backups are created on every JIRA Client start. This mechanism usually works fine and prevents JIRA Client from starting with no data displayed.
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If none of these options is used, the default Workspace location is used:
%USERPROFILE%\.JIRAClient (for example, С:\Users%USERNAME%Users%\USERNAME%\.JIRAClient).
Mind the dot before JIRAClient.
So if your JIRA Client keeps starting empty, please make sure JIRA Client always has read/write access to the Workspace folder.
If the problem persists with the default location for some reason, you can set a different location for the Workspace folder, which will be accessible 100% of time. Here are instructions on how to do that.