It's nice to know that you can save a blog post for later: you do it by selecting File > Save or File > Save as.
If you then quit BlogThing, your post will be displayed ready for you to continue next time.
But you can also see recently saved posts by selecting File > Open Recent, which contains all the recently saved files.
BlogThing saves your posts to any folder you like. But it's good practice to save them to the Documents folder -- at least then you'll know where to find them later!