I have been choosing the 'copy to RAM' option because I wanted the OS to run as fast as possible
FOR INFORMATION PURPOSES ONLY:
It's possible to boot totally in RAM and load (copy) your savings at the same time to RAM. The way to do this, is to convert your save file to an adrv, which then replaces your save file. All your Puppy files including the savings in the adrv will ten be loaded and copied to RAM at bootup. Note however that if the contents of your save file were huge in size, you must have lots of RAM available to try this method. Converting your save file to an adrv can be done whether you want to work totally in RAM or not though, I've been using Puppy like this for donkey years (I don't use a save file).
Being a new user though, you would probably want to try (experiment) with the above-mentioned later on after using Puppy for a period of time as this is not the standard way of running Puppy. Most Puppy users use a save file/save folder.....