How to access a game object from a different scene?

I am creating a 3D endless run game. It consists of two different scenes i.e. one for Main Menu and the other is for game play. I am using the following method to load that scene:

Application.LoadLevel("myscene");

Now the problem is that I have to add 4 different characters and select one character from Main Menu scene and use it in the other scene throughout the game play. Right now I have directly passed that character to the game object but I want to pass it through the main Menu Scene to Game Play scene. I don't know how to access a game object from one scene into another. If there is any method please guide me or if there is any method other than to pass a game object to another scene please tell that.

Thanks.