You have 3 choices regarding the save files/world state:
1. Create your own hand crafted save file (it's done from the options menu, not in game based on the Cohhcarnage stream, i will link the video below).
2. Choose a predefined save file (done in game after a short introduction).
3. Import your save file (done in game after a short introduction).
Even if you import your save file the game still asks two additional questions regarding the ending of the game.
Here is the link, but be careful it's spoiler heavy:
(Step 3 is at 12:15 in the video)