In The GIMP's File menu under the ToolBox, you will find a list of recently opened files above the Quit entry. You can click any these entries to open the listed file.
The list of recently opened files contains the first entries of your Document Index. Look there if you want to see the list off all files you opened since you installed The GIMP.
Default Keyboard Shortcut: Ctrl-<n> (where <n> opens the <n>-th image in the list of recently opened files).