Except for the very beginning of the game when you're asked if you want to save, you'll need to either talk to Mr. Postman to save your game, or do it yourself at any pink mailbox on THE DOG Island. You can save whenever there is a mailbox around and you have four slots available to you. Unfortunately, there is no "Load" option in the gameplay menu, so you'll have to restart and sit through the opening game startup again to load a file. You can't name your save files; they are instead labeled as your character's name, so if you've saved a current game on multiple files, you'll have to check the dates on them to tell the difference.