@Tim Hilt, thank you! Your own answer was the answer to my problem as well, so I'm making a real answer out of it for others. Apparently you and I both must have set the Org Agenda Files entry in the Custom (
M-x customize) menu.
The solution is to erase this entry in the Custom menu so that your intended value in your startup file is not erased.
There are two ways to do this:
A) From @Stefan, to get to the Custom GUI menu in question quickly:
M-x customize-variable RET org-agenda-files RET
then click on the button
State and choose Erase Customization.
Before @Stefan cued me to (A), the easiest way I found was to find the custom set values which looks like this in my .emacs file (it might be elsewhere for you):
;; custom-set-variables was added by Custom.
then below that find the line
And delete that sucker! Restart emacs and you should be golden!