It's probably a minor thing but since I'm new to Apple I can't really figure this one out. I have an external monitor plugged into my 15' MBP Retina via Thunderbolt - VGA adapter and when I turn on the computer only the external monitor turns on. The notebook display stays black. I have to unplug the external monitor, turn on the computer and then plug it in for them both to work at the same time. Do you guys have any ideas how to set it up permanently?
OS X remembers the configuration for each individual external device you plug in and should restore the last setup.
You should get an extra icon in the top menu bar when you have an external display plugged in, and clicking on this will give you the options to rearrange the displays and choose which are on.
It may be that you are booting up into 'closed screen' mode (see this Apple support article).
You don't say which version of OS X you are using. Before Lion the behaviours were different and if so things might improve after upgrading.