You can link your hero to your Google Play Games (Android) / Game Center (iOS) account. Just make sure that you're logged into Google Play Games / Game Center.
After that, go to the More > Settings > Manage Accounts > Assign Hero. Sometimes this happens automatically, depending on your device settings.
NOTE: If the button does not work, it means you need to update your Google Play Games / Game Center app.
If there is green text above the Assign Hero button, then your Hero has already been saved.