As the title says. I read the manual, but it gives no hint on how to save the game. The title screen suggests that there is some kind of password system, but so far I have not received a password. Also, I cannot even find the remote control in the first level, although I’m sure I explored every nook of the level.

The game somehow gives me a big question mark. I bought it based on the good reviews, but I’m a bit at a loss at what exactly the game wants from me.

Thanks for the answer. However, I don't really like that I won't be able to save after each level separately. Makes me somehow not wanna continue this game, considering how much time I have spent running around in the first level alone.

Could only save your progress on the 3DO version of the game.

If you do a Google search on Gex PC passwords, you can find sites where people have posted the passwords for the game. I think there's one password that lets you select any level, but I haven't tested it.