First, make sure you're playing on the PC version. If you're playing on the Xbox One or PS4 versions, your save files won't work with the new game. Second, start a new game and choose the "New Game +" option. This will let you keep all of your progress from your last game, including unlocked characters and weapons. Third, make sure you're using the latest patch for Syndicate. The patch is available on the Ubisoft website.