How do I get my game to start in a window instead of full screen?

I'm new to Unity, but I've done some research on this question before I asked. When I click "build and run" in the Unity editor, it doesn't seem to respect my Full Screen Mode settings. I'm on windows, and every time my game starts, it's full screen, even though I picked "Windowed." Am I doing something wrong here?

Here are my player settings:

 

If you ever started it fullscreen you might have remnant settings. Hold down alt when it starts and change the settings in the resolution dialog there.

 

Thank you, that was it. Where are these settings stored? I'd like to wipe them out to verify it works the way I want it to for my users.

 

It uses the registry on Windows:
https://docs.unity3d.com/ScriptReference/PlayerPrefs.html

I recommend making your own preferences system which uses a file you have some control over though. The registry is hard to back up for the average user, while a file in a common location is stored even by built-in backup tools.