Scratch

Could you be a little more specific here? Are you trying to change levels in terms of stages in a game, or the difficulty? If it's a new stage, what is the trigger to get to the next level? Assuming you're making a platformer or a similar type of game with a game at the end, the easiest way would be to make a goal at the end and make a couple little scripts like this:

On the player sprite:
When green flag clicked
Forever
     If touching color (color of goal)
         Go to x: starting_x y: starting_y
         Broadcast level change
    End If
End Forever

On the stage:
When I receive "level change"
next background