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I'm having the same problem on linux mint 18 and it's sage 7.3 and five years later. I have no idea where the save files are and save as does not appear to work. Moreover I always get errors if I try to save. I do still see my notebook though. This is really bad.
 Copyright Sage, 2010. Some rights reserved under creative commons license. Content on this site is licensed under a Creative Commons Attribution Share Alike 3.0 license.
 
                
                Copyright Sage, 2010. Some rights reserved under creative commons license. Content on this site is licensed under a Creative Commons Attribution Share Alike 3.0 license.