The tutorial is not designed as a permanent safe haven rest stop along your way to the real world - it's just a tutorial. Follow the tutorial steps that are laid out for you and you will be able to exit the tutorial and begin your journey in the real world. Until you are finished with the tutorial, you have not even made a server selection for your character, so it doesn't yet exist as such, so no you cannot save it. If you sillily used up all of the available resources before completing the tutorial steps then you deserve what you get ... be a little less exploity next time and just follow the tutorial and take it as a lesson learnt
