Welcome to one of the best video games ever made (I'm approaching the 1000 hours of campaigning mark in the vanilla version and BI x-pack). You cannot save during the prologue for some reason, but it shouldn't take you more than 1 hour to understand the basics and move over to the imperial campaign, where you can save at any time while on the strategic map. If you have any other questions ask around the board. Rome is pretty easy to learn, has a few subtleties and one or two annoying (but not gamebreaking) bugs & exploits (which may or may not have been fixed by an unofficial fan patch, look around for player1's fix if interested). Have fun!
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