The From Software’s PS4 exclusive title Bloodborne features many Souls-like elements. Its auto save system is quite aggressive and will save every small game activity. Learn about Bloodborne how to save if you want to quit playing and save just at that moment. Go to the Options button on the controller, select System option, and then select Exit Game. You will come back to the main menu. Now whenever you want to resume the game, select Continue from the menu and you will be back in the game at the spot you left it.
Avoid quitting the game from the home screen of your PS4 because it can corrupt the saved file. You cannot play it again from there. Think carefully before making any major changes in the saving setup because the game saves every small thing you do. There are things that you cannot undo just by quitting the game and loading it again. Bloodborne has a checkpoint system. You get only a single Lantern during the first area to beat the first or second boss. You are returned to the first Lantern at any point you die and have to come back all the way.