Just wanted to share a premade solution for this as the question is already answered, so others or maybe even the OP use it.
This script uses a key-value approach for storing and modifying variables inside a static class that means it is available across scenes so you can use it as a cross-scene persistent storage, so all you need to do is import the script to your Unity project and use the API (check below for an example):
using System.Collections.Generic;
/// <summary>
/// A simple static class to get and set globally accessible variables through a key-value approach.
/// </summary>
/// <remarks>
/// <para>Uses a key-value approach (dictionary) for storing and modifying variables.</para>
/// <para>It also uses a lock to ensure consistency between the threads.</para>
/// </remarks>
public static class GlobalVariables
{
    private static readonly object lockObject = new object();
    private static Dictionary<string, object> variablesDictionary = new Dictionary<string, object>();
    /// <summary>
    /// The underlying key-value storage (dictionary).
    /// </summary>
    /// <value>Gets the underlying variables dictionary</value>
    public static Dictionary<string, object> VariablesDictionary => variablesDictionary;
    /// <summary>
    /// Retrieves all global variables.
    /// </summary>
    /// <returns>The global variables dictionary object.</returns>
    public static Dictionary<string, object> GetAll()
    {
        return variablesDictionary;
    }
    /// <summary>
    /// Gets a variable and casts it to the provided type argument.
    /// </summary>
    /// <typeparam name="T">The type of the variable</typeparam>
    /// <param name="key">The variable key</param>
    /// <returns>The casted variable value</returns>
    public static T Get<T>(string key)
    {
        if (variablesDictionary == null || !variablesDictionary.ContainsKey(key))
        {
            return default(T);
        }
        return (T)variablesDictionary[key];
    }
    /// <summary>
    /// Sets the variable, the existing value gets overridden.
    /// </summary>
    /// <remarks>It uses a lock under the hood to ensure consistensy between threads</remarks>
    /// <param name="key">The variable name/key</param>
    /// <param name="value">The variable value</param>
    public static void Set(string key, object value)
    {
        lock (lockObject)
        {
            if (variablesDictionary == null)
            {
                variablesDictionary = new Dictionary<string, object>();
            }
            variablesDictionary[key] = value;
        }
    }
}
And you can use it on a script that is inside your Main Menu scene let's say:
public class MainMenuScript : MonoBehaviour
{
    void Start()
    {
        // Load a sample level
        LoadLevel(12);
    }
    public void LoadLevel(int level)
    {
        GlobalVariables.Set("currentLevelIndex", level);
        UnityEngine.SceneManagement.SceneManager.LoadScene("Game");
    }
}
And the other one is inside Game scene:
public class GameScript : MonoBehaviour
{
    void Start()
    {
        int levelIndex = GlobalVariables.Get<int>("currentLevelIndex");
        Debug.Log(levelIndex); // Outputs 12
    }
}
So, the data is assigned in the Main Menu scene is accessible from the Game or any other scene.
Learn more about the script with usage examples >