Why does Unity use the default values for my Serializable objects while running?

I have a few classes that have the Serializable attribute and I'm able to edit them just fine. When I hit play, though, it uses the default values. Once I stop the game, the values change back to the ones I set them to. I've read in some places that people have been extending the Editor class, but it doesn't look like the Unity guys are doing that in this video: https://youtu.be/M4bH9lWOJE4?t=18m13s

I've spent a few hours looking for a solution (e.g. EditorUtility.SetDirty), but that seems much more complicated than what how the Unity guys made TANKS!.

Below is the code I have. To keep it relevant, I just removed the functions that I have. If you think the functions I have are relevant, let me know and I'll update the question :)

GameManager.cs:

 public class GameManager : MonoBehaviour
 {
     public static GameManager Instance;
 
     public GameObject Camera;
     public GameObject MessageCanvas;
     public PlayerManager Player1;
 void Start () {
     if (Instance == null)
     {
         Instance = this;
     }
     else if (Instance != this)
     {
         Destroy(gameObject);
     }

     Player1 = new PlayerManager();
     Player1.Setup();

 }
 }

PlayerManager.CS:

 [Serializable]
 public class PlayerManager
 {
     public GameBoard PlayerBoard; 
     public void Setup()
     {
         PlayerBoard = new GameBoard();
         PlayerBoard.Initialize();
     }
 }

GameBoard.CS

 [Serializable]
 public class GameBoard
 {
     private Transform boardTransform;
 
     public Grid Player;
     public Grid Opponent;
     public GameBoard()
    {
         Player = new Grid();
         Opponent = new Grid();
    }

     public void Initialize()
     {
         Player.Initialize("Player Grid", boardTransform);
         Player.Initialize("Opponent Grid", boardTransform);
     }
 }

Grid.CS

 [Serializable]
 public class Grid
 {
     public int Width = 10;
     public int Height = 10;
     public float TileSize = 1;
     public Material TileMaterial;
     public Color TileColor = Color.yellow;
     [HideInInspector] public GameObject[][] Tiles;
     [HideInInspector] public GameObject instance;
     public Grid()
     {
         // Instansiate Tiles
     }
     public void Initialize(string name, Transform boardLocation)
     {
          // Initialize board here.
     }
 }

Before/After I hit play:

While the game is running: