I'm a new gamer and don't play much. I started playing yesterday and I get to a point where I finish robbing the bank and then killing the cops to get in the car that crosses the train. After the prologue I take control of Franklin who is with Lamar. I then steal a car and chase Lamar. I never finish that part but then next time it starts all over again.
How do I save it so I can start from where I steal the car and not robbing the bank?