You can always start episodes, movies, and specials from where you left off. If you're on the same Apple TV 4th Generation, or Apple TV 4k you started watching on, or if you have Apple iCloud syncing enabled on more than one Apple device, there are a few ways to resume from where you left off:

From the Home Screen:

1. Scroll down to Continue Watching; here you'll find the last 10 episodes, movies, and specials that you haven't finished watching.
2. Use your remote to select the episode thumbnail to Continue Watching from where you left off.

From the show Details Screen:

1. Go to the specific show, movie, or special details by searching for the name by selecting SEARCH in the top navigation, or, browse by name by selecting shows in the top navigation.
2. Find when you've located your show by searching or browsing, use your remote to select on the show thumbnail, which will take you to specific detail screen for that show.
3. On the show's detail screen, use your remote to select the thumbnail for the specific the episode, movie, or special Continue Watching where you left off.