My bug is when I got the game, I thought it was awesome but when I exited my world, it didn't save at all

What I expected to happen was...:
that I thought I would save my world but then it didn't.

What actually happened was
I put the name of the world and seed and I put survival so I started to play but then when I exited my world, I didn't see my file there and it was unsaved.

Steps to Reproduce:
1. First you open minecraft pocket edition.
2.Next, you start a new world
3. Finally, when you go back to the menu screen and you press play, no files were found.