Have you done a course at an Apple Store or picked up an introductory book for Macs?
When you open Pages it will open previously open documents, which is why "random documents seem to appear...". If you don't want that to happen close the documents before you quit Pages.
You can look for previous documents in:
All My Files in the Window Sidebar.
Menu > File > Open Recent
They are also under:
Menu > Apple > Recent items
All these lists are finite however and only there to help you get at recent work.
You can search for documents using Spotlight which is the magnifying glass up in the top right of the Menubar.
However I suspect your problem is simple navigation within the Save dialog.
Initially the view is shrunk down to just the name and save location:
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Click on the little arrow next to the File name and you see the full Save dialog window:
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If you click on the folder name of where you are saving (red rectangle) you can change the location by scrolling down and choosing other destinations. Each level as you go down encloses the one above.
When you get where you want to save, select the folder by clicking on it then hitting Save or Return.
Peter