When you first start using Unity, you will notice there is a Save Scene and a Save Project option.
#1: Save Scene
As for the Scene well, then your saving the actual scene file. A scene is a level. This is usually what you are working on. Save Scene also saves project settings. Shortcut is CTRL+S.
#2: Save Project
A project has scenes and assets (code, images, sound, etc..). Save project saves settings unrelated to scene, and does NOT save your scene as you may think is logical! You would want to use this if you made changes to your settings and not necessarily your scene and wanted to save them. Or if you made changes to your scene at all and think Unity may crash. Usually not a useful button. No shortcut for this.
Takeaway: either use Save Scene, CTRL+S, or both Save Scene and Save Project.
DO NOT EVER use just Save Project and expect to see you scene again.
Wanna guess how I learned that? :}
