You did not say if it was on battery, or it is plugged in when this happens.  You did not say what MacBookPro you have? And what year.

Some older MacBookPros had an issue where the graphics chip started to become desoldered from the mother board, so slight bumps on the computer (like closing the lid)  would cause that chip to cause the computer to crash and shutdown. That requires an Apple fix. (There are do it yourself solutions, but they are risky and could ruin your mother board.) It usually happens after the machine has been on for some time and is getting very hot. 

If on battery and the battery is low, the system might go into hibernation which looks a lot like shutdown.  But if it is just turning off on its own, there may be a hardware problem that would require a trip to the Genius bar for help. You might have a problem that requires a hardware repair. 

However, you can set (or unset) the computer to continue where you left off when the machine restarts rather easily.  Under the Apple menu, select “Shut Down ...” In the dialog that opens, there is a check box that allows you to enable or disable to continue where you where you left off when the computer shut down.  You can then close that dialogue without shutting down at that time, and the preference should be remembered. 

Note, however, that if this is a hardware issue, and the machine is just turning off without going through a proper shutdown, not everything may restart the next time you restart, as the machine did not have the ability to save the current state. 

If your computer is still under warranty, I would go to the Genius Bar, describe the problem, and let them run a full diagnostic. 

I forgot to address these two issues: 

Updating hardware probably means getting a new Mac. There are no hardware updates for new MacBookPros. Older ones could add more memory and swap out the old disk drive for an SSD drive, but I believe that ended around 2014 or so. 

A high amount of RAM is most likely caused by leaving too many applications running, and too many Finder windows open. Quit unused applications and close unnecessary Finder windows to help with this problem.  You can see all your programs that are running in two ways. In the app bar (usually along the bottom) running applications will have a small indicator below the ones that are running. You can also see these apps by pressing and holding the COMMAND key, and then tapping the TAB key. A display of all running apps will show in a smaller window  across the screen. Additional  presses of the TAB key will step you to the next app (this is an app switcher), and when you let go of COMMAND, that selected app will be moved to the front. You can then COMMAND-Q to close that app if you are not using it. 

Thanks Owen - I'm providing you a screenshot hopefully showing the information you're looking for as far as the type of Mac Pro, Etc. Let me know if this helps.

Also, you asked about whether this is happening when it's plugged in or when it's on battery power. This is happening when it is still plugged in, I rarely use it on battery power.

I’ve spent my whole career working on Windows computers, we decided on this Mac when it was time for a new personal computer mainly because of better security, supposedly, but my level of expertise with Macs is very low.

I appreciate your help. Let me know if this additional information provides you with any additional insights.
Thanks again - Stuart

Hi Stuart. Looking into this. I’ll get you an answer soon. 

Thanks Owen. 

I did check that box in the message when restarting as you said, and it did start back up with the programs I had previously been working on, but that was just after a short time away. 

I just tried again after being away overnight and it worked again, programs and docs I was working on came back up. So I think that was it.

Thanks so much for your help 

Great. Glad that helped. Now a few things to check for the random restarts: 

The log files might contains some info on the shutdown. Have a look at this website which talks about a few things you can do, and how to get the log file, and if you wish, you can post the output of the command they ask you to run here and I can look at it: 

https://www.makeuseof.com/tag/mac-shutting-randomly-heres-can/

Basically, Open the  terminal app (Press Command-SPACE and type terminal), and then type this command into the terminal:

log show --predicate 'eventMessage contains "Previous shutdown cause"' --last 24h

You might have to type Ctrl-C  to get the messages to display.  Paste the results in an answer here. 

---------------------------------

Some people I asked at Apple suggested running  disk utilities to repair the drive. I doubt this is the issue, but you can do this check and repair in recovery mode. This link from Apple will show you how to get into recovery mode: 
https://support.apple.com/guide/mac-help/use-macos-recovery-on-an-intel-based-mac-mchl338cf9a8/14.0/mac/14.0#mchl69906860
Once in recovery mode, you should see a Disk utilities item. If not, under the Applications menu, you should find Disk Utilities. The ONLY item you want to run now is First Aid.

There is a chip in Intel Macs called the SMC, and it controls a lot of things like sensors, the cooling fans, etc. This can have issues and needs to be reset. To do that: 

1. Shut down your Mac. 
2. Press and hold the power button for 10 seconds, then release the button. 
3. Wait for a few seconds, then press the power button again to turn on your Mac.

After doing that, see if the problem still occurs. 

If it still occurs, you can try a more complete reset of the SMC: 

1. Press and hold the right Shift key, the left Option key, and the left Control key for seven seconds. 
2. Keep these keys pressed while you press and hold the Power button for seven seconds. 
3. Release all the keys and wait a few seconds. Now restart your MacBook.

One issue can be overheating. The 2020 was particularly susceptible to this. If you are using your laptop on a bed, or a soft surface, it can get too hot.  Make sure to use the machine on a solid, flat surface. 
Have a look at this link for tips on keeping the heat down: 

https://www.makeuseof.com/cool-down-macbook-air-overheating/

If after all these things are tried and it still happens, it is time to take it to the Apple Store and talk to a genius bar person. they have additional diagnostics that might be able to find a hardware problem. 

Hope this helps.

-Owen-

Here’s the result of the terminal check:

 

Filtering the log data using "composedMessage CONTAINS "Previous shutdown cause""

Skipping info and debug messages, pass --info and/or --debug to include.

Timestamp                       Thread     Type        Activity             PID    TTL  

--------------------------------------------------------------------------------------------------------------------

Log      - Default:          0, Info:                0, Debug:             0, Error:          0, Fault:          0

Activity - Create:           0, Transition:          0, Actions:           0

MacBook-Pro:~ engelclan$ 

Ok, that is odd as it does not show ANY unexpended shutdowns in the last 24 hours. Will you run that again just after a shutdown occurs and you have restarted, and change the 24 to 1. Thanks.