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I keep getting this when I try to run the game.

That has to do with whether your browser can store data on your computer. So if you have cookies automatically blocked or something like that then the game can't store data anywhere so it can't keep track of anything. Usually this is due to adblockers or something. I'm not sure what all triggers it, but it's something stopping your browser from recording data.

Error message related to cookie-blocking, which Twine uses to handle savefiles.

This most commonly happened to me when trying to run the game on a Incognito/Private tab