Super Mario Sunshine save problem

[Orbit]

I have also a problem with my savegames. Why does dolphin not warning about this issue?   

I have 38 stars and would not start again, so i hope there is a solution.

In Playa del Sol i cant reach the first "star". I can play the level and save normal, but it is not save correctly. Second time i go in the Level:



If i go to the big star to spray on him, he is already visible and no small star is arrive.

I hope someone can help.


EDIT:

Ok, i do not finish the first mission, i found an other (secret?) star and think its the mission. 

But for what stand the ??? in the level menü?