Dario,
Do I have to override the file every save or can I override only the
bites that change from one class.
You don't have to, but should (create a fresh save file on every save). There is no reason to overcomplicate this.
Do I have to create allways a new OutputStream if I whant the game to
be saved? (Save game every 5 mins for example)
Again, why worry? You save once per 5 minutes, you won't notice any difference (besides your coding time and efforts being wasted) if you reused your OutputStream or created a new one. Create a new one.
I whant the current entities that are created to be saved should I
create one file for all or for each entity a file?
Depends on what makes sense and what these "entities" are. In any case to save the entity you will need to serialize it, which is just a fancy way of saying create a representation of it in text. To load the entity, reverse the process (deserialize it). The easiest way to learn how to do this is to make a JSONObject (library here). Put the values from the entity into the JSONObject and to turn it into text, call JSONObject.toString(). To deserialize it, create a new JSONObject and pass the text into its constructor. You may then retrieve the values.