If I may interject, I've been able to have two different game saves in Skyrim. Before I begin, I should say I was playing the Legendary Edition on XBox 360.
From what I remember, each time I manually saved the game it would add to a list of game saves that I could load at any time in case I screwed something up or my game crashed. When I started a new playthrough and eventually saved the game, I was able to still access my old one on that list. You have to manually save the game though because I believe auto saves eventually get deleted from the list.
I hope what I'm saying makes sense, I'm not very good at explaining things.
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