Never knows where I am
Windy always seems to think I'm somewhere several hundred kilometres away from where I actually am. Clicking on "Find my location" sometimes fixes this, sometimes not. A pity I can't tell it where I am and have it take my word for it.
(I'm using a desktop which doesn't employ GPS.)
Set your location as favorite. For that, enter your location in the search bar and click on the small heart near the search bar to save it as favorite.
Then in Settings, set this location as Startup location.
@Maharg Additionally, I suggest double-checking that you allowed Windy to use your location services.