Saved project clips

Hi I am new to Audacity 2.02. I am trying out guitar and Mic settings via a Behringer Xenyx 1002 and UCA 2 in / out interface. I can get a reasonable quality recording and playback and 2nd track recording. But when I save the project I end up with 30-40 fragmented clips about 10-15 seconds long that only open individually and they are so quiet you can hardly hear them. Any ideas what I am doing wrong? I have looked through the forum and manuals but I have to say the terminology is a bit overwhelming at the moment and I am confused. I’d appreciate any comment and guidance to get up and running. Thanx - Tony

I think you are getting mixed up between “Audacity Project” and “audio file”.
See here: