Many of the Getting Started with Maya lessons have accompanying lesson files that were created for use with the lessons. You can download the lesson files from http://www.autodesk.com/maya-tutorials. Copy the Getting Started 2012 Lesson Files zip file to your local drive and unzip the folder.
Here, you will find all the template files that you need for the lessons, and you will save your work as you learn.
Before you use the lesson files, you need to copy the GettingStarted directory to your Maya projects folder. Then, you need to set your project directory in Maya. For more information and steps, see Copying and setting the Maya project.