The game saves everything each turn. Its part of the basis of a PbEM game (play by email) which this actually is. Copying your games directory to another name will create a backup. Various players have created different methods to do the same. From simple modification of the shortcut file on your desktop, to extensive python programs.
As far as getting started, I personally recommend Middle Age Ulm as a nation to play. It relies very little on magic or preaching. Most of the nations tend to specialize in something. Ulm specialized in armor. Most people tend to come to the game already understanding armor.
So it has fairly low learning curve. You can just get used to making armies, moving armies, etc.