Red Dead Online may share many similarities with its single-player counterpart, but its save system differs greatly. Because you're playing Red Dead Online is an online server, you can not manually save your progress.
Instead, Red Dead Online will automatically save you after some kind of activity. We recommend waiting a minute or so after adding an item to your inventory or completing an activity before hopping off Red Dead Online. Try not to drop a game of mid-mission if you can.
If you do not go out during an activity, Red Dead Online should boot you back at a checkpoint. For example, one IGN editor dropped out of Red Dead Online while choosing an outfit for her character during the intro mission. When she reconnected to Red Dead Online, she started from the wardrobe selection but was given different wardrobe options.
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