[2019] Haven't set up your cross-save yet? Waiting for maintenance to end? Make sure to set it up BEFORE you launch the game!

This is mainly an SGA for PC players, what with the move to Steam and all that.

Starting to see a lot of posts about this so I thought I'd shove the answer straight into the title.

Yes, you can still set up your cross-save after maintenance is over, but to avoid any data problems, make that the very first thing you do!

Do that before you log into the game!