There anything you can tell me about your playing environment then? What version of windows you're on maybe? If you're on windows, can you check and see if it successfully created a save file? Should be in a location like C:\Users\YourNameHere\AppData\Local\Moku\saves
Alright, strange. The main thing I can think is the game didn't have the privileges it needed to create the save file, which caused errors? Not totally sure.