this happens after you play different GTA games. For example if you played a game on TBOGT or TLAD and did something for the game to autosave then the next time you play IV you get the message you mentioned and start a new game. if you want to avoid this..then basically play IV and do something to make it autosave, then the next time you play IV (assuming you didn’t auto save on a DLC) the game should autoload your original game not asking you to start a new one.