Can anyone tell me when the game is saved for the first time?

I have already played an hour, leveled up a few times, upgraded weapons and built new armor pieces. But every time I close the game (via the menu) I have to start over. I have played the tutorial 20 times now.

I have already checked the permissions of the save folders (in the game folder and in User Documents) and given the game admin rights.

Does anyone have an idea what I can do to save the game?

I have found the problem. The Windows 10 ransomware protection prevented the game from creating a save file. I have white listed the game and now it creates a save.