If you have checkpoint objects, it could have a variable ID where you number them. Using a global variable that tracks the checkpoint number you are at, by setting the global variable value to the ID of the checkpoint when you reach it, if you respawn you choose the checkpoint object where its ID is equal to the global variable value and then set the player position.
Another option is to save the game when you hit a checkpoint then change its status so you can't save again, then when you die you just load the game, depending on if save games is the approach you want to take.