Issues saving/writing to /boot/setup
/boot/config.txt is a file owned by the 'root' (admin) user. Only the root user is allowed to edit or save over this file. You were logged in as an ordinary user and leafpad (your text editor) was also running under your username, so it was not permitted to change this file.
Nano itself was not what fixed your problem: the key was that you used the 'sudo' command. Sudo means 'run as root'. eg: sudo leafpad /boot/setup.txt
Unix permissions are all very alien if you're not used to them. Many *nix environments discourage you from logging in as root directly and running a graphical environment as root, whilst Windows lets you log in as an 'admin' user just fine. There is no architectural reasons why, it's just the opinion of many devs that you should not do it for security (ie limit the ability of malware to infect anything beyond the current user's files) and stability (ie through accidental deletion/modification of important files) reasons. Instead it's generally recommended that you use sudo (or similar) on a case-by-case basis when you know that you want it.
Right, and the reason all config files require admin (root) privileges is because *nix systems have always been networked multi-user systems. If any user could edit config files it's pretty obvious that chaos would follow. Windows/dos was originally stand alone single user machines and did not add such features until relatively recently.
If you want to do administrative tasks on Linux you have to learn to use bash or some other command line shell anyway, the graphical user interface is fine for most applications but lots of administrative tools are still command line only. It requires a little bit of effort to learn, but once you get the hang of it's easy.
It's a bit ironic since for a newbie Linux is easy, since newbies does not want to edit config files anyway, only use a browser, email and openoffice, etc. It's most challenging for the intermediate user who want's to do fairly advanced things but, and once they start to poke around they will hit the CLI "wall" or break something.