Theory: It wasn't Sam Prime who picked up his hat at the end of 305 (At least in the Adventure ending), it was either:
1) A clone.
2) Some other form of Sam, leading into a "multiverse" storyline.
3) Past Sam, who is *not* dead yet (I still hold out hope that there was no paradox, that Sam Prime and Past Sam/Max Prime and Past Max are the same beings with no paradox whatsoever, just a lot of mind-wiping on Superball's part... and also that Sam is one of the clones created in his own image by Charlie).
Presumably, the start of 401 involves Sam Prime and Past Max returning to that spot to collect Sam's hat... but being slightly too late. Thus the adventure to recover the hat serves as a tutorial like getting the phone back was in 101, and dumps our heroes in the new story.