What can I do if I want to make some "episodes" type stories? I know that with each time the story is open all variables and stuff are reset.
I assume you mean between two different games, right?
Assuming both games will be hosted on the same domain, you can use local storage as described in this answer to another question. You could also look into this solution on the old forums to leverage SugarCube's built in saving functionality to your needs, and it includes an example file for SugarCube 1, you'll likely need to alter it slightly to have it work with version 2.
Overall, the local storage route is probably easier, but there's a chance that old data in local storage could get overwritten if there's a long gap between the player playing different episodes / games. The other method is a probably a little more complicated, but allows the player to save their data to their computer and import that save any time.