I am in the process of making a text based game with Python, and I have the general idea down. But I am going to make the game in depth to the point where, it will take longer than one sitting to finish it. So I want to be able to make the game to where, on exit, it will save a list of variables (player health, gold, room place, etc) to a file. Then if the player wants to load the file, they go to the load menu, and it will load the file.
I am currently using version 2.7.5 of Python, and am on Windows.
First, don't overthink this. You don't need to use anything complicated. As a preliminary step, research basic file input/output in python. 
Second, I'm assuming you have a player class in your game? Or possibly an overall class which keeps track of game state. Well have that class store default values for your variables like health, gold etc. Then have a method which can modify this class like def load_stats(player): or def load_stats(game): something. and have it read in from a save file which can have any format you like and modify the variables of your player/game state. 
First test loading of game files and make sure you can get it so that your player class gets modified.
Then all you have to do is add a save game feature that lets you output these variables back to a file in your directory system somewhere. 
Try doing this and let me know if you need any help afterwards.
Python text game: how to make a save feature?