When I chose my save and then clicked Episode, it showed "continue your story" and when I chose that it shows "import save 1"
On my first attempt I clicked stuff like recreate. Then I deleted the "The Walking Dead A New Frontier" folder next to the old save game folders, this should let you start fresh.
The process does not shut down cleanly though, open task manager and end "WalkingDead3_win7.exe" then you can delete it.
p.s. maybe it helps to reinstall Season 2 and check if the saves are OK?
Thanks so much for the answer, I'll check this as soon as I get home.
By the way, what exactly do you mean by 'When I chose my save and then clicked Episode'? Do I have to choose a save file somewhere even before clicking 'Episodes'?