If your writing a post and decide that you would like to come back to it another time rather than publishing right away you can actually save your content as a draft. In the main post editor, if your writing on a new post just click on save draft and you will now be able access the post from the posts section. Click edit or if it was saved recently it will also appear in your dashboard. In the recent drafts, click to the post that your working on and pick up where your left off. When your are ready to go live just hit the publish button. To change the status of an existing post from publish to draft, just click on edit next to status and choose the options that suits your needs.
If you do forget to save, wordpress auto save your drafts automatically. The same goes for writing and editing pages which can be accessed from the pages menu.