It's hard to say without knowing how you intend to manage the questions and answers data inside your program, but if you have a particular list of questions and maintain a list of answers for the current player, when the player ends a session, you can save the list of answers (and either the list of questions or some key to the list of questions) in a file or database with that user's name as the file name or database key. When the user wants to resume a game session, you read in the answers for that user (and get the relevant list of questions) into a list, and you can then check the number of answers in the list to find the next question to ask (assuming there is one answer per question!).
That's just one example. Alternatively, you might keep the questions and answers in pairs in your code, perhaps stored as two fields in a single object. You could then save them to a Properties
file for the player, where the question is the property and the answer is the value. Or again, you could use a Map collection to hold the answers keyed by the questions. In either case, when you read the question/answer pairs back from the file, and rebuild the Map, you could find the next question by finding the first question with no corresponding answer.
Or you could simply save the next question, or the number of the next question, to the player's file along with the other data...
This kind of design work is the most important part of software development, because the decisions you make about how the program will work before you write any code determine everything else you will do. You should try to think of as many ways of doing it as you can, then try to think of all the advantages and disadvantages these ideas may have. Experience does have a huge influence on how easy this process is, and how good the results are, but you only get experience by doing it - we can give you a few ideas, but you need to think about it yourself, and make the decisions yourself.
Most importantly, don't write any code until you're sure you know exactly how your program will work - preferably down to pseudo-code level.