Should I save my keys?

Saving your keys or, rather, the data in relation to the key, facilitates their use largely.

When the data are saved, you enter your key and, if this key corresponds to the data you already saved, the documents are encrypted without further action.

On the other hand, if no data in relation to the key are saved, either you just entered a new key and, in this case, you will be asked whether you wish to save the data as well as typing the key again for confirmation, either you typed in the wrong key. In this case, click Cancel and type in your key again.

You will find below the pros and cons about saving your keys.

Why I should save my keys

Once the information is saved, next time you want to encrypt a file, enter your key and the encryption will begin.
If no dialog box appears, you will be sure that the key entered is one of the keys you usually use.
You will be warned in case of a mistype error.

Why I shouldn't save my keys

Although it is impossible to retrieve a key from the recorded data, we cannot assert that the data may not help reduce the time required to crack your key.

However that may be, if you followed the tips in Passwords vs Passphrases, you generated a very strong key and you know that it may take up to 6 years to crack it! So if you change your key every 5 or 6 months, for instance, you should be protected from the strongest attacks from the best equipped hackers!

In short

Save the data about your most frequently used keys. This will save you unnecessary typing (you won't have to type in your key again for accuracy) and you will be certain to use the right key.
If you want to be on the safe side, do not save any data about the key. This is acceptable for files you do not refer to very often, that is files you do not decrypt and then encrypt again.

In any case, do not forget your key! Otherwise, nothing could be done and the files would be lost for ever!