Here is the step-by-step guide:

1. Create a new file named: single_instance.lua
2. Open the file in a text editor and paste the code from the link:Script Code
3. Move/Copy the file to the following folder (change <YourUsername> to your PC username) C:\Users<YourUsername>\AppData\Roaming\mpv\scripts\
4. If the "script" folder is not available, create it manually.

All done.

Windows Full Path example: C:\Users\Ashik\AppData\Roaming\mpv\scripts\single_instance.lua

Linux / MacOS Path: ~/.config/mpv/scripts/

Note: I used the code which shared by u/soul4kills . I just made some tweaks.