For things like smart bulbs, that's usually set on the device itself. For a smart switch, it's usually just going to be off. However, with HA you could easily

For things like smart bulbs, that's usually set on the device itself. For a smart switch, it's usually just going to be off. However, with HA you could easily create an automation to set everything how you want it when the power comes back on. It could even be conditional based on the time of day or whatever else you want to consider.