Using RStudio - create a project
RStudio projects are souped up folders for your analytical projects. They are not only directories but extra magic that allows you to open RStudio, remember project specific history, and make it easier to save files.
Create a new project using the right hand Project section. You can also do it from File _ New Project.
You can create a brand new prject (what wew'll be doing here), turn an existing folder into a project, or get a project from source control.
If you make a brand new project you can select from a range of available templates. If you're doing some analysis you would create a Blank Project. There are ways to add more templates coming, including one geared towards analysis such as those in https://github.com/lockedata/pRojects
Once you've provided the project with a name, location, and selected any optional values like whether to add source control, the project opens.
Once inside a project all your code will svae by default to within the project, code will be remembered, and your state saved (by default).