Okay, so I recently got my Starter Set and I’ve been playing with a small group of three. We understand most of the mechanics (I’ll probably still ask for ones I’m unclear with in the future), but, I’m confused on how you determine which Saving Throw you apply depending on your situation. What does a strength save count as? Do you use it against melee attacks? That’s my main problem, secondly, however, I was wondering whether for a specific situation (like climbing a rope for example), can you set a lower D.C like 5? Would be really helpful if you guys could let me know.

You don't use saving throws unless they're specifically called for (in the adventure, in a spell description, in a monster's stat block).  As to your DC question, these would be ability checks, not saving throws.  Your rope climb check would be an Athletics check.  The rules have a general guide for setting DCs:

Thanks a lot! Cleared up a lot of confusion I had!

So, just to get into this a bit more...

A Saving Throw is generally meant to represent how a character can react to sudden danger or challenge... Rocks tumbling toward a character call for a Dexterity Saving Throw to see how quickly they can get out of the way. Someone skilled in Acrobatics may not have the instinct necessary to get out of danger despite being skilled with a Dexterity-based skill.

Skill checks, meanwhile, more represent a character's ability to consciously accomplish a task. Sticking with Acrobatics... you might ask for an acrobatics check to have a character run across unstable ground. It's even possible to combine the two... in that same situation you might have a player make an Acrobatics check to see if they can get past a precarious position, and if they fail that acrobatics check they may then be asked to give a Dexterity Saving Throw to determine just how hurt they are by falling or having something collapse onto them.