If you have a full-time job where your employer is already withholding taxes, you should still aim to put away something each time. (Some people swear by 20% of the paycheck, but depending on what your situation is, that can be impossible.) Just try to find something you're comfortable with, no matter how small.
If you're a freelancer, this is extra important because (unless you're working under a W-2) your paid invoices are pretaxed, meaning you will owe money to the government when you pay taxes. A good rule of thumb is to save 33% of each paycheck, but personally, I try to do half so that I'm still adding to my actual savings versus just what I'll need to pay back later.