TLDR; this is not a requirement, just use the included BP_N00dLobbySaveGame in your Project Settings Definitions if you want to get moving immediately!
We use the interface to persist data across the game session. You can simply use the included SaveGame or you can move the interface events into your own persistent class such as the Game Instance or your own Save Game. If you do use the Game Instance you will need to override GetPersistantObject and point to your game instance as we by default point to the base save game object (your save definition in the Project Settings).
Open up the ClassSettings and implement BPI_N00dLobby
You must compile and save for the functions to show up, so let's do that now.
Go to the example save game and copy across the events from the EventGraph and paste them in your SaveGame. Be sure to create all the variables.
Compile.
You only need to fill out the SlotName here in the defaults
Under Interfaces in the MyBlueprint panel, open all the Get functions by double clicking them
Get all the values we have created and plug them in as pictured below
Also go ahead and create this script under BPI_GetPlayerCharacterFor
That's the save game class done. Compile and save