Welcome to Android Central! It sounds like you might be trying to save it to the SIM card or Phone account. Make sure you're selecting your Google account (as mustang7757 mentioned) or your Samsung account. This has the added benefit of being able to sync your contacts to the cloud automatically for safekeeping -- if you save it only to the SIM or local Phone account, that doesn't sync anywhere, and if something happens to the phone, that information is lost.