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You mean when you first started the game it wouldn't let you create a new game? I think this may have to do with Mac's permissions with overwriting files,  Can you try out this solution, to run the game like that, and see if it allows you to overwrite the file? If not, please go to the game's folder, browse to \Game.app\Contents\Resources\app.nw\save and delete both file1 files.

That should hopefully fix it!

It worked! I was able to create a new game now, but after I customized my character, this pops up.

Yeah it's trying to rewrite an image, and it doesn't have the permission to do so. I can't help much on this (don't own a Mac!) - except perhaps you can google some ways to allow this app permission or to bypass them on Mac? It definitely has to do with file permission though.

I had this problem too but found a way to make it work: right click on the game and choose show contents, then go to the file MacOS, click on the thing called nwjs and your game will pop up along with another window, but you should be able to save this time.