When I learnt how to do this I implemented it into all my games. It enables the game to save itself without the player knowing. when the player returns to the game he starts where the auto save was made:

1:Create a file object in the level editor.

2:Create a trigger such as an invisible object that detects the player colliding with it, or at the end of a level.

3:Make the event so that the file object creates a file of a specific name.

4: Create an event to see if there is a file with the specific name at the start of the game, and if there is to skip to a level, or a position in a level.

Voila you have auto save! you can use it to remember picked up objects.