The typical method most people use is to use the autosave quick save system.
1. create a condition & name it "session_active" - create it in the main menu conditions tab (to be honest it doesn't really matter where you create it).
2a. create a called by other action block in the main menu scene actions tab & insert all action parts that you want to happen when you press the new game button.
2b. ideally before you change to the first scene what you need is to create a new scene (add a black background & add your character to it somewhere outside of the scene background). In this scene in an at begin of scene action add a small pause of lets say 500ms & then execute autosave #? (decide which autosave/quicksave slot to use for new game) also wrap it in an if query to check if autosave doesn't already exist so you don't accidentally overwrite it.
3. in new game object left click immediate action you need to an if query...
if condition "session_active" is true
load autosave #?
else
call action new game (create new game actions inside of a called by other action)
end if
That's about it. I don't personally like using autosaves for this, but it's the old method that most people still use. I prefer the replaceGame() function method which requires a little bit of scripting, but that method is only really valid for when you are ready to release your game.
Also I would just like to point out & potentially remind you that using save game files during active development is bad, as loading save games that were created from before your current development session may contain incorrect data &/or be missing data which can lead to random glitches & bugs, etc. that might not occur in a fresh playthrough of your game.
Bažant
Imperátor