UNITY 3D - Saving last scene

When player quit from game you should save current level number so when player will come again in game should load last current level.

when player finish current level save next level number so when player quit and run game again loaded next level.

using UnityEngine;
using System.Collections;
using UnityEngine.SceneManagement;

public class LevelManager : MonoBehaviour {
    public enum Situation{None,Exit,Lose,Win
    };
    public Situation mycase;

    // Use this for initialization
    void Start () {
        Application.LoadLevel (PlayerPrefs.GetInt("Level"));
    }

    // Update is called once per frame
    void Update () {
        int LevelNumber = SceneManager.GetActiveScene ().buildIndex;
        switch(mycase){
        case Situation.Exit:
            PlayerPrefs.SetInt ("Level", LevelNumber); //Save Level number
            Application.Quit ();
            mycase = Situtation.None;
            break;
        case Situation.Lose:
            Application.LoadLevel(Application.loadedLevel);//Reset Level
            mycase = Situtation.None;
            break;
        case Situation.Win:
            PlayerPrefs.SetInt ("Level", LevelNumber + 1); //Save Level next number
            Application.LoadLevel (LevelNumber + 1); //Load NextLevel
            mycase = Situtation.None;
            break;
        }
    }
}

In your case you need just one interger value be saved and loaded.

In your scene load method, use these lines. Put your first game scene index instead of 2.

if (PlayerPrefs.GetInt ("current_level") == null)
{
PlayerPrefs.SetInt ("current_level", 2);//assuming level 0 is splash screen, level 1 is main menu and level 2 is first scene. Change as your need
}
Application.LoadLevel(PlayerPrefs.GetInt ("current_level"));

On every scene use the below method in an active object.

void OnApplicationQuit()
{
PlayerPrefs.SetInt ("current_level", Application.loadedLevel);
}

PlayerPrefs is not suggested in large scale data handling. Use binaryformatter, xmlserializer etc for that purposes. You will get more control over data.

If you are not using Application.Quit () for game exit then use it. Or you can put the line in OnApplicationQuit () to Start () on an active object in all scene. That way even if you don't quit the game, just going into the scene will be saved.

Switch to JS to see how to write JS function which is written in C#