First off, you cannot overwrite the scenario-setup without taking special steps, which you cannot commit by accident.
Secondly, there are 2 main menu points you may be getting mixed up, 'New' and 'Load'. The mask behind both of these look very similar, and if you enter the wrong one, you may not recognize it at first, unless you are aware of exactly what to expect.
The 'New' menu gives you access to all of the scenario-initial-setups the game has to offer. When you enter the 'New' menu, select a scenario, select a side, and click Play', the setup of the selected scenario will be added under a unique name to the scenario 'Saves' folder. The first name used with be the default-file-name of the scenario; if this already exists, an increasing-digit will be appended to that name, eg '1861 July Campaign' -> '1861 July Campaign0' -> '1861 July Campaign1' -> '1861 July Campaign2'... No amount of new-starting, restarting, turning back, or deleting of a scenario save will ever affect the initial-scenario-setup.
The 'Load' menu, gives you access to the 'Saves' of scenarios you have started through the 'New' menu.
A 'Save' consists of
- the scenario-setup at the start of the current turn, plus any orders you may have already issued and saved
- the same as above for as many previous turns as you have configured under Options -> System -> Auto-saved Turns
Once you have selected a 'Save' in the 'Load' menu, if you click on the ancient memory chip icon in the upper right corner, you get a selection of commands you can used to manipulate 'Saves': Delete the game in selection, Restore a previous turn, and Rename the game in selection.
I advise to always rename a started scenario to something memorable to yourself, so that you don't 'lose' any games you have started, nor get them mixed up with any other started games.
If anything is unclear, feel free to ask or comment.
