You're playing a story-based video game.
Every time you find a save point,you save your game so you can go back to it later if you missed something on the level or if your character goes bye-bye.
If you do it right, you'll have save files for every important scene right before you fight the big bad guy or at the beginning or middle of the level, so if they beat you up or if you missed something, you can go back and try again.
Also there's a multiplayer option that allows your friends to play the same game, and save their progress to your game if they made good progress.
I think PS4 games have this option! ...at least Persona 5 does. You can save a game on ~The Cloud~ and load it from a friend's PS4-- if you trust them enough with your account password lol.
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