Learning how to use an array or ini file for saving is what you are looking for. Let's start by the following:
I suggest to go with INI first, later learn arrays. As you can edit the INI without any hassle from the outside with Notepad++ or similiar tools.
When you start the game it will ask for the playername. Use a simple edit box and let the player tyo in his name.
In your game folder create a new folder e.g. "profiles"
Save a new ini there with the apppath$+"playername" + ".ini"
The ini could look like this:
If this is working, add a List object on the screen and on frame start load the files from the "profile" subfolder. So you list whould show one entry named:
Modify the events that the new player name only gets ask if you start a new game. And when you click on the continue/load button or similar you get the list. And let the player pickup his "profile". Use the Ini object to load the file (later use ini++ for more features).
Then on your game at frame start load from the ini. Load the lives value and so on.
From there on you can continue on your own. No limitations!