If you save your flight (as a situation) while still flying, then quit X-Plane, when you press the RESUME LAST FLIGHT icon at the main menu, you might be surprised to find that X-plane will not behave quite as you might expect.
X-plane will NOT put you back in the sky where you were. Instead, when X-Plane loads you will be placed on the ground at the nearest airstrip to where you were when you quit X-Plane.
To actually resume your flight (where you were in the air), you need to Load the Flight from the File drop-down menu:
Now you will be placed back where you were when you saved the flight.
Please note that not everything is actually saved (like replays or custom datarefs), particularly if you are flying a complex add-on aircraft.