You save anytime you lie down to sleep.
Tip: Whenever you reach a distant village, find a well-positioned inn, and pay them for a room for “a few days”. This gives you a permanent bed that you can return to at any time + you get access to a chest that somehow magically contains everything you’ve stored at the Miller’s (or any other lodgings).
The cost of this is $200-250, which makes it by far the most cost-efficient way to save the game until you gain the ability to brew saviour schnaps yourself. Whenever you embark on a dangerous mission, simply run back to your bed, sleep an hour, and then go do what you need to do.
Tip 2: You can also just buy a bed for one-time use for something like $2, if you’re strapped for cash.
Tip 3: The game also saves when you use the services of the Bathhouse, so that’s a third way to save.
Tip 4: The game will show the beds you “own” on the map.
Basically, try to always get some rest before you carry out dangerous missions or travel for long distances (I think my most common cause of death so far has been being ambushed on the road).