Yeah, that’s a bit difficult. I haven’t tested this out myself, but I’ve heard that if you save on the level you want to be the starting level, it’ll start out there. (Again, haven’t tried it out yet so don’t get your hopes up.) A more reliable fix is to put a non-collision invisible actor right under the hero’s spawn point that teleports them to where you want them to start.
Hope this helps and good luck on your game!