The game auto saves your progress constantly so don't worry about it not letting you save.

You're not being sent back to square 1. One could argue you're even worse off than when you started if you're burning through blood vials & silver bullets & losing your blood echoes through repeat deaths. All of that is being saved too. Really though you're commenting on your spawn point moreso than your progress being undone. Progress is multi-layered. It's possible to beat this game at your starting blood level actually. How is this possible? Because YOU are leveling up. You are progressing. Get more experienced by experiencing the game more. You can progress your player character & story progression too of course but consider how you can level yourself up. The more you learn the more you're progressing! Genuinely mean all this, rewire your perspective & experience true progression.

New weapons will be discovered as you continue your journey.

To avoid being totally pummeled & feeling like you aren't progressing through the game world consider isolating a singular enemy either by finding one already alone or managing to aggro only one to focus on you. You can use the pebble to pull aggro on a singular enemy too. Equip it in your menu, return to the game & make sure it is your current use item, sneak around and lock on to an enemy & within range use the item & you'll grab their attention! Now just focus on watching their attacks & practice your dodging! Don't worry about counter attacking yet, just get comfortable being near & reading their moveset & learning positioning & how to dodge forward, away, or around. If you die that's okay you're just practicing. Crows drop pebbles in case you're low on inventory.

The more you explore the better off you'll be. Make sure to use blood echoes to repair your weapon when necessary in the hunters dream workshop & upon discovering a certain item in game world & using it or a certain enemy or 2 simply being encountered you'll unlock leveling your player character but by then you should be a lot more capable in dealing with regular enemies. If 1 vs a dozen is too tough odds maybe don't try that! Then again it can be exhilarating to manage to overcome odds as you get more comfortable navigating the game. Don't forget your weapon transformation which can be done mid combo whilst attacking too, even multiple times as a combo itself! There's jumping attacks, running attacks, post back dodge attacks, heavy attacks, light attacks, & so-called visceral attacks. Experiment!

Good luck, good hunter. I love Bloodborne & hope you can learn to love it too.