Each course will allow you to create and store a ParkourSession containing your current statistics (checkpoint, time, deaths, etc), when leaving a Course to be loaded when rejoining the Course. A Course can opt out of this when not applicable using a command or a flag in the config.
As a Server may have a considerable number of Courses and the Player may leave many of them half way it might be wise to create a per-player folder with the Player's uuid as the name and each file being the course name, instead of creating a bunch of files that start with the uuid prefix.

Will be included as part of the Parkour v6.4 release.