were you in one of the temples? if you get that oocooroo character, you can warp out to the main world, save, and then warp back in right where you left off.
it's just how zelda games are, they've always been like that. can be frustrating at times, but it's just a game mechanic. that said, the game is excellent, and just gets better as you go along. stick with it!
and the context sensitive A button is great! how could you not be into that.
Yes, I have the oocooroo character - I didn't think to warp out and save like that. That's a good idea. I just want my buttons to do the same thing all the time - I fear change.