Hollow Knight can be a pretty difficult game, and it's very important to learn to save your game often, since there are only a few points in the game where it utilizes the auto save feature. So for the most part you will be doing manual saving while playing Hollow Knight.
You can't just save the game anywhere, and in order to save the game you must find a Bench. Sit on this, and the game will be saved! At this point you can turn off the game without fear of losing any progress. You can use each Bench as many times as you want, and you don't have to spend any resources to save the game. So sit down on the bench every time you pass by one.
Of course, Benches are pretty rare in Hollow Knight, so you often have to actively search for them. It is highly advised to buy the Map Marker that tells you exactly where they are on the map, because this will save you from a lot of searching in the game.