Have a look at your Ctrl + L and the F6 and Alt +D key(s) and make sure they aren't sticking down. Pressing them normally puts the cursor in the address bar. It's a shortcut.
or
Do you have an add-on called NewTabURL? if so you might have the properties showing "Select location bar after loading new tab". Uncheck this if you have.
It may be another add-on which could be controlling the cursor. Go to Start > All Programs > Mozilla Firefox > Mozilla Firefox (Safe Mode). This starts Firefox without any add-ons at all. If that cures the problem. That's your answer, an add-on. You'll have disable all of them and then enable each one in turn to find the culprit.