The form data is being auto-saved to Local Storage using the Sisyphus jQuery plugin. So if you are using a modern browser, you don't have to worry about losing any unsaved data.
You need to tell the user that, though, even if it's just a calming progress indicator or "Saved." label that appears a little after making changes, or a dummy "Save" button they can click.
People have spent years developing habits to defend themselves from crappy web forms. They're not going to let go of those habits without a long adjustment period.
Yes, this definitely needs to be prominent somewhere. It's a big feature for people who worry about data loss (like me!). I'm a compulsive saver -- i usually save after changing something as small as a punctuation mark, so pointing out that data autosaves is a big selling point.
People have spent years developing habits to defend themselves from crappy web forms. They're not going to let go of those habits without a long adjustment period.