Each time I open my project I am presented with a “Untitled” level tab. I am sure there is a way to have the last edited level open with your project automatically but I cannot find it. I tried un-checking the option “Load Default Level at Startup” but it does not solve the problem. I would really appreciate if someone had a solution, not that it is a huge problem but it sounds like it would be a nice convenience. I am running on MacOS by the way.
You need to setup default level in project preferences. You have two options there 1. default in editor, 2. default during game launch. I dont have engine in front of me so will not provide you exact path to get there.
Default level is not exactly last edited level but it is good enough. The detailed way to set it up is described here.