Yeah, stats when you die would be cool, even if they're not persistent. Time, deaths, kills (for both enemy types?), maybe total lanterns collected? "500/45 lanterns" would be amusing.
As for saving/loading, you're using GameMaker, right? I think you can just do ini_open('stats.ini'), ini_read_real(section, key, value), ini_write_real(section, key, value), ini_close(), and you can also store strings. Docs at http://docs.yoyogames.com/source/dadiospice/002_reference/file%20handling/ini%20files/index.html