Understanding the risk/reward system of Returnal is key to your survival and overall enjoyment. Roguelike mechanics are challenging in general, but Housemarque's first PS5 title ups the difficulty with lengthier runs. So where are the save points?
Simply put, there are no game saves. If you turn off the game (or your PS5) amidst a run, you will lose all progress. From there, you wake up at the Helios crash site with just your auto-pistol ready to begin again. If you've started a run in Returnal, you should expect to set aside time to either complete the run or progress as far as possible until death.
PS5 Rest Mode
But, sometimes life happens. If you've found yourself in a rush during a run, it is possible to pause the action by returning to the PS5 home console. Just hold down the PS button and you're free to place the PS5 in Rest Mode, going about your daily business. Note: while in Rest Mode you still face losing all progress if your console installs a firmware update or if a freak power surge resets the PS5.
Related: How to switch weapons in Returnal
Checkpoints & The Reconstructor
Checkpoints do exist in Returnal in some fashion. With six biomes total, you technically receive a checkpoint after completing Biome 3. This allows you to bypass the first three biomes, beginning a brand new run at Biome 4. Moreover, you can also spend 6 Ether on a Reconstructor, which acts as a respawn point if you die during a run. If this happens, you can continue the same run from the Reconstructor, rather than restarting all over again.
All hope is not lost on saves being added in the future. The lack of save-points has been a point of criticism among players, specifically because one whole run takes quite a long time to complete. On April 30, Housemarque responded directly to a Reddit thread assuring players that the studio listens to all forms of feedback.
The addition of save-points during runs has not been announced for Returnal, but it's possible that they appear in a future update.
For more on Returnal, check out What happens when you die in Returnal? on Pro Game Guides.