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Hi there! Yes, you can set down multiple checkpoints in Edit Mode. You may also set one as your starting point (it turns blue). When you're in Play mode you can then teleport to the last checkpoint you've reached by holding 'k' or by clicking the respawn button from the menu.

The Platformer showcase world is a pretty good example of how this works. Just switch to Edit Mode and take a look at how they are positioned.  And if you're making a side perspective game there is another showcase deals with moving the camera around using the "2d" pickup. 

Have fun! Next update adds a bunch of new blocks / shapes, thrusters , and a cockpit so you can build flying contraptions. Not sure when it will be out yet, but stay tuned :)