StartAtFirstScene.cs

using UnityEditor;
using UnityEditor.SceneManagement; 

[InitializeOnLoad]
public static class StartAtFirstScene
{
    static StartAtFirstScene()
    {
        EditorApplication.playModeStateChanged += LoadStartScene;
    }

    private static void LoadStartScene(PlayModeStateChange state)
    {
        if (state == PlayModeStateChange.ExitingEditMode)
        { 
            if (EditorSceneManager.GetActiveScene().name != "Menu")
            {
                EditorSceneManager.SaveCurrentModifiedScenesIfUserWantsTo();
                EditorSceneManager.OpenScene("Assets/Scenes/"Menu.unity");
            }
        }
    }
}