Your game is saved automatically and often. Whenever you see the savegame indicator appear on-screen, your progress is being saved. When you are in a mission, the checkpoint indicator will appear in the same place.
You can also save manually from the pause menu by choosing the Save option (when available). You should do this regularly.
If you die during a mission, you will restart at the nearest checkpoint in that mission and lose the progress you made since that checkpoint.
If you die while exploring the world between missions, you will continue at the nearest liberated garrison without penalty.
