Something else interesting: You have a total amount you're allowed to travel per game day, and when you're out of travel points (which, strangely are called "Cost"), you automatically rest, go back to the castle, can buy stuff, and then rest. The game automatically saves here. You can also do an interim save to switch modes (between single and multi), but afaik, this is the only way to permanently save. If you just want to play a bit and then save, you can rest wherever you are, and you return to the castle.
You can use a tent if you want, but it looks like if you don't, your teammates don't heal when they rest. That doesn't really make sense to me since you're returning to the kingdom anyway, but whatever.
It'll be interesting to see how other people travel around, and what they see, based on the kingdom they choose.
Also, wow, this game is murdering my PSP battery.