A Save Point is a place that a character has selected to return when ever the character dies or uses a Recall Potion. If the character dies in combat without becoming a ghost or uses a Recall Potion, it is sent back to its save point. To change a characters save point, go to a zaap, click it and choose "Save".
Starting a new character, the default save point is your characters class statue in Astrub (after you go out of Incarnam). You are not able to set your save point back to the statue, once you choose a zaap.
Please note that when a player that is F2P (or if P2P ran out while logged off) logs in a P2P area, they will automatically be teleported back to their last F2P save point without notice (either the class statue, or the Astrub Zaap if your character was saved there).