So are you saying all I had to do last night was hit the red X buttom to close LR with the image still open in Develop and all the edits I had done to that point would have been "saved"? Or, if I had just closed the program like that would a dialog have opened like you get in Excel or Word asking me what I wanted to do with the image?
Yes, I'm saying exactly that. At the heart of Lightroom is the lrcat file, known as the catalogue, and it's a database which stores your adjustments or keywords as you work. Next time you go into Lightroom, those adjustments are still there - you can even undo them using the History panel (left hand panel in Develop).