Tarm: Thank you for the answer. It raised another consern though. Can I save whenever I want to and can I have multiple saves for one game? I do not want to experience another game with one save only per game and the inevitable feature of corrupted saves and therefore lost games.
It's a roguelike: you can't save whenever you want; the game saves when you quit. When you die, you can reload your last autosave (likely a few dozen minutes earlier), or you can quit to the menu. When you quit, you gain experience, allowing you to unlock new stuff. You can then start a new game and try again.
It's not a game where you're supposed to play from start to finish in your first go. You'll die a few times, getting stronger every time you do, until you manage to reach the scenario's "final event".