I have a problem with going back to where I left off. I do press save a couple of times while I play the game but whenever I exit the game and turn it on again, it loses all of my progress on the game and it returns back to the start. I have to make a whole new character for each time I close and open the game. What can I do so I can continue to play it without losing progress whenever I open the game? Sorry if this message is long it's cause I'm not great at speaking english and I don't know alot of gaming terms.

So it seems like your save file isn't being created which means you're playing the game from the zip file and haven't unzipped it.

Please unzip the game otherwise you cannot create a save file.