this is something iv been thinking about for a long time, how exactly does one go about having multiple levels in the blender game engine, opposed to cramming everything into one scene?
well i dont know if this is the most efinctient way to do it but how i have my game set up is with each level as seperate .blend files
then somewhere in the main load screan i have it so if you click on a button it will load the .blend file for that level here is an example of the logic to load the level.
for the button you have
Mouse over — and load game from file
mouse left button —
the load game from file logic acuator brick is under game
or you can have it automatically load a level when you reach the end of the first one by doing exactly as above but change the mouse over and mouse left button to collison with a serten object thats invisible.
this is a kinda crude example of a simple way to do but like i said there is probaly a more eficent way of doing it with scripting or something.
as mrm wrote you can have multiple blend files. But you can have multiple scenes to.
You can even combine this methods to have multiple scenes in multiple files.