Classic NES Series: Zelda 2

Hold L + R and turn on the game to display a menu that allows your saved games to be deleted.

When you are in a cave or dungeon (after collecting the candle), the screen will be slightly dark. However when you stop, the screen lights up more, showing off brighter colors than when you are walking.

To save your game without having to kill yourself, press Start to pause or bring up your magic list. Then, press Up + Select. Press Select to choose to save, then press Start.