Welcome to Android Central! Which phone, and which variant of the various Samsung note-taking apps? Are you certain you saved the note?
I know this doesn't help you now, but in the future, I highly recommend using a note-taking app that automatically syncs to the cloud, and is accessible from any platform (like Google Keep). The problem with manufacturer-specific preinstalled note-taking apps like S Note or S Memo is that they typically don't sync or backup automatically, and the files are not compatible with any other system.