It really depends on what kind of game your making. If your doing an RPG, I would write a file like "SVGM01" and with that write the objects x,y and z positions, all the characters experience and stats and stuff, and so on. When the user chooses to "Load Game" You need to read that file, and load all of those stats into your game with variables.
If your doing a FPS, I would do something like a flags array, and when every level is passed a levelflags=1. Then I would save all those flags to a file, and then read that file when the user starts a new game.
You really werent specific enough, what kind of game are you making anyways?
RPGamer