You can go to C:\Users\YOUR USER\AppData\Roaming\Alchemist (Windows), ~/.local/share/love/Alchemist (Linux), /Users/user/Library/Application Support/LOVE/Alchemist (Mac OS) and delete user.json. It's a file that contains flags that persist between games. When it's deleted, the game will act as if it were a fresh install once you start the new game (you don't need to do anything about the actual save files).
However, you really aren't missing much. There are some minor changes in the intro text if you failed during the tutorial and are playing it the second or third time, but it's nothing particularly noteworthy.