When you say game, I assume you mean the 'gameplay' part of the game not the application itself? The simplest way is to do the following steps:
- in earliest run code set a variable such as game_started = false
- after this variable is set to false, check for a save file and load the value of game_started from that file, if the file exists
- when you start the game, set game_started = true and save the value
Look up saving games on YouTube for examples of how to save things. For something like this, it is probably easiest to just use an ini file for now until you need something more complicated.