Hi,
do you mean to load where you where in a scene?
if so, it depends on your project
you can't save (yet) in what state the fsm's are so you need to safe the data you need, to continue you scene.
for example :
you want to have your player @ the same position he left the scene, then you need to safe his position (vector 2 / vector 3 ) then @ the start of you scene you need to load this on set your player on that position.
you can also use check points using a int to save/load
Usually you will load your data @ the start of the scene. and save whenever something needs to be saved.
there is also a system event "Aplication Quit" that you can use to save stuff when game is quit