It's fine if you don't know this, especially if you're new to the Godot engine. Your scenes and project aren't saved automatically. There are ways to save your project, though.
- Go to Scene -> Save Scene
- Press Control + S (or Command + S for MacOS)
- Try to exit the program, and the editor will prompt you to save the project
You can also make it automatically save the scene every so often. Go to Editor -> Editor Settings... Then navigate to Text Editor -> Files and set Autosave Interval Secs to the time in which the editor saves the scene. For instance, to save it every 10 minutes, set the interval to 600.
Edit: the "Autosave Interval..." part may only hold for scripts and other text editing parts. Still, you enable autosaving when the scene is run. Go to Editor Settings -> Run -> Auto Save and tick Save Before Running.