Save your game!
Do you not know the agony in losing even just a few minutes of progress yet? One day you will! That is, unless that you save!
Whilst playing Oblivion, I evolved a compulsion, causing me to save everything I do at least every 20th second (yes, I've timed.) Whether it's playing the game, or writing this post, I will constantly and barely without noticing, press the hotkey(s) for a quick save.
