I guess that you are new to web development. And as I understand selection of the new item in the menu loads a new page, right?
It is normal that your application starts from scratch - this is because of stateless nature of web application - each request to the server spawns new application instance.
If you came from the desktop apps area (as I did) then this can be confusing at the beginning: every action performed by your user usually results in a request to the server, every server request starts and initializes application each time.
To keep some state you can use database (for permanent data) or session (for temporary data).