Save 1 (full gallery, all areas unlocked, cheat starter save)
The save also allows you to explore with permanent cheats, always start with 1,000,000 hp/mp and 1000 of each stat, none of the treasure items you get by completing the challenge areas through exploration, meaning you can do all the challenge areas yourself, a cheat starter save that doesn't lock you out of any content, so you can do it all yourself but with cheats. (All of the girls/exploration locations are unlocked)
Save 2 (full gallery, all areas unlocked, all treasures, just before final main story fight)
All the treasures collected(I think this means you can't do the challenge areas anymore) just need to attack the kingdom with the army to complete the main story, for those that want to see the congratulations message for beating the game and the credits, they're quick like 5 seconds long, once seen they won't show up again.
Save 3 (full gallery, all areas unlocked, all treasures, main story completed)
All that's left is the extra postgame area that unlocks at the entrance, it's basically a better retelling of the entire main story, since now it's just you against every girl in the game instead of your army, this fits better narratively with the whole "the goddess made "you" specifically OP" gimmick from the prologue, the girls get slightly more fleshed out dialog, and a final extra chance at taking you down by working together that doesn't happen in the main story. Note: If you complete this area you've basically completed all of the story content in the game at once.
Edit:
Do NOT click on the clown at the bottom left of the shop, you're at most only supposed to be able to raise you're starting hp/mp to 20 and stats to 5, I raised them well beyond that so clicking on the clown causes a crash, this is NOT a bug, the clown was just not built to handle what I did, nothing else should bug out like this as a result of the elevated stats though. The reason the clown was affected is because he's the one that sells the starting hp/mp/stat upgrades.