My guess is that Safari is trying to restore a previous session but failing, and it's stuck in that state because there isn't another session to restore. If so, maybe quitting Safari while a non-private window is open will get it out of the broken/unexpected state:
1. Create a new, non-private window (top of the screen, File > New Window).
2. Close the private window.
3. In the new window, navigate somewhere, like Google.com or ChurchofJesusChrist.org.
4. Quit Safari without closing the new window (top of the screen, Safari > Quit Safari).
5. Open Safari again.
I would expect Safari to open to Google.com or ChurchofJesusChrist.org (wherever you navigated to in step 3) in a regular, non-private window. Hopefully the private window won't come up again.
Samuel Bradshaw • If you desire to serve God, you are called to the work.