Newbie! Can you somehow save on actual save slots in PPSSPP?

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ryanhurrr has private messaging disabled. You cannot send private messages to this user.

So I'm answering hre.

how exactly do you "overwrite" the save state you made before doing an actual game save?

?
There is nothing for you to worry about anymore.
Just continue the game normally and if you want to save using the game saving function,you will also have to create a new save state or overwrite the old one(otherwise you'll get the same error again and you will have to delete the save again)

Overwriting means saving in a slot that already have save state created there