The way that save files work in this game is a little odd. Basically:

• The game only saves immediately before you wake up in the morning. To avoid forgetting, right after waking up is the only safe time to quit.
  
• The save file is not created until you write in your diary for the first time, even though it might say "game saved" before then. Keep playing, unless you want to replay the beginning sequence.
  
• Once your anti-adventure is over (your to do list looks the same as it did at the start of the game), you won't be able to save the game anymore. Record your last diary entry elsewhere if you're feeling sentimental. The rest of your diary is in your save file if you open it in a text editor.

So it seems a good number of people have gotten unlucky in their playthroughs, running into one of a few possible bugs that prevent progression. Based on my own playthrough (which, personally, I completed without incident) and what I can find on the discussions, I have collected some rites that may help you avoid this particular misfortune:

• If you're given (or find) something important, take it as soon as possible. (And if you can't find it, look harder?)
  
• ...But make room in your backpack first.
  
• Your storage crate is probably the safest place to keep things. (I mean, is it really a good idea to keep valuable items in an incinerator?)
  
• However, if it or your backpack is completely full, avoid swapping an item into the full container as much as possible. Onas may decide to eat your possessions while you are swapping them in and out of the crate. Make room first by dropping something on the floor if you have to.
  
• Don't worry too much about what you see in your dreams. They can be misleading. Only what you have in the waking world matters.
  
• Check whether you still have your important items every so often. If you did manage to misplace one, it's better to learn sooner rather than later.
  
• If you make an appointment, keep it.
  
• And of course, though it probably won't make any difference here, remember to pray for luck.

If something goes wrong - something you desperately need vanishes - you can still restore your fate. Conveniently for you, Havalana has been watching. Look in your save folder directory; for Windows, paste this into the bar thing in File Explorer:
And on Mac, from Finder use Go -> Go to Folder, and then paste this in:
havalana.dat is your current save file, but Havalana has also been keeping regular backups, created whenever you close the game. To load a backup, close the game, rename havalana.dat to havalana_broken.dat (or something), duplicate the backup file you want to load (just in case), and rename the backup file to havalana.dat. Don't touch sprense.dat - it's best not to mess with the god of curses! Honestly, I just have no idea what that file does, have been able to restore backups without messing with it, and found a report on the forums here of somebody restoring that file and it breaking their game. So be careful!