Corny jokes aside, the issue is popping up for several players, and while Capcom is still investigating the matter, they do have a few recommendations for how to avoid it.
What is the Monster Hunter Rise failed to save bug
The glitch prevents Rise from creating a full file, which means you can’t start the game. Capcom is investigating the issue and has no concrete explanation for why it exists or how to fix it just yet. One recommendation the developers offered is tied to making sure you’re not pressing the wrong button on your gamepad. “If the Controller Button Icon Type is set to 1 or 2, the default confirmation button is A. If it is set to 3 or 4, the default button is ✕. If it is set to 5, the default button is B,” Capcom said in the Steam post acknowledging the issue. We’re admittedly not sure how much effect pressing the back/cancel button would have on the game’s ability to create a save, but it’s worth keeping in mind if you’re having issues getting started. The other workaround is more involved. Capcom recommends you:
Disable Steam cloud Quit Monster Hunter Rise Delete save data from the demo and full game, found at C:\Program Files (x86)\Steam\userdata(User ID)\remote\
Your targets are folders 1446780 and 1641480, and as with any sensitive file, you’ll want to copy these elsewhere before deleting, so you can move them back in case you accidentally delete the wrong thing. Reboot your computer, and try launching the game. Again, there’s no guarantee this will work, so you might have to wait until Capcom pushes a patch to fix the issue. Once you’re able to get started in Monster Hunter Rise, you’ll want the best builds for your hunter, which means plenty of trips to the smithy, and a good set of skills for your Palico. Any hunt is easier and more fun with friends, and Monster Hunter Rise multiplayer is available almost right from the start.