This is pretty harmless, and your save file is safe. Just re-do the first part of the introduction until you land in Mafia Town, then exit to spaceship.
Note: If the Subcon Forest bonfire fire walls / Alpine Skyline horns are also appearing after having cleared them previously, re-clearing them once will do the trick.
Note: Clearing the green Subcon Forest bonfire will require entering Act 1 of Subcon Forest.