saving scene and game objects

Sometimes...

1) I try to save a scene it gives me a loud audio ping and doesn't save. When it does save, I notice the asterisk next to the file name goes away.

2) I create a game object or attach a script and press play and they disappear from the hierarchy and/or editor.

1) You're in play mode. You can't save when you're in play mode.

2) You're in play mode to start out with, and since objects created in play mode are temporary, when you stop play mode, they go away.

In short, you have "not in play mode" and "play mode" reversed.