Edit: The recently used list can become too large, or corrupted. Go to the folder at:
%APPDATA%\Microsoft\Windows\Recent\AutomaticDestinations and delete any suspiciously large files. For example, I deleted a 175kB file, and now Firefox lists recently opened web pages in its jump list.
Right click on the taskbar. In Start Menu > Privacy make sure that Store and display recently opened items in the Start menu and the taskbar is checked:
