When loading the game you only get to choose between your last save which is constantly autosaved over and the autosave it takes when you use an inn. Using an inn is expensive and inferior to camping which gives major buffs and costs nothing. So basically you have to spend a decent portion of your game currency as the only way to have a reliable save point the game won't randomly overwrite.
Only one character per account too so don't even think about experimenting. Unless of course you don't mind paying real money to stock up on items that undo the consequences of experimenting.