Save often

Even if you protect your protagonist from instant-death spells, your party is far from invincible. Shin Megami Tensei V doesn’t have random battles, but you never know when a quest or a story beat is going to lead into a boss fight. You can’t predict the future, but you can prepare for it by saving as frequently as you can.
Fortunately, Shin Megami Tensei V: Vengeance allows players to save at any time. In fact, there’s a shortcut for it (Left on the D-Pad for controller users, the “4” key for those using a mouse and keyboard). You can save by visiting Leyline Founts too, but you don’t have to use those. Aogami will warn you when boss battles are coming up in the main story, so those are always a good time to save. But whenever you’re approaching side quest objectives, you should record your progress just in case.