Glad you're enjoying the game so far. It's truly a great game.
When you save, save inside the entrance of a dungeon. You'll start off inside the dungeon. If you don't, you'll start off near the entrance of whatever village you're in (or Link's house if you're in Kokiri village).
It's fun to get lost for a little while and figure it out. You'll feel a sense of accomplishment when you solve hard puzzles on your own. Don't give up!
Proud member of the Mega Mario Movement
Warrior of Light