tried to save a picture i received in a text

If you right-click on that Messages image, you have a choice:

1. Copy to the clipboard, from where you can paste many places.
2. Open in Quick Look, which will likely allow you to open it in Preview.
3. Add it to your Photos library.
4. Click and drag out onto your Desktop, or into an application that allows drag/drop images (e.g. Pages).

That error dialog is not helpful in determining your specific issue.

Hmmm... It might be a file error. Try closing and restarting iMessages and then attempt to save the image again.