I finally made life mechanic + a new game button (due feedback from last aggy demo day):
>New Game button will instantly let you play the first level, with 3 life point
>Stage Selection button will let you choose levels you want to play with (for now, it continues the last amount of life you had, and not restarting it back to 3)
>You will lose 1 life when you died, restart the game (be it from the start, or checkpoint), or go back to main menu before completing the level
>You wont lose a life if you go back to menu, after you completed a level