The text prompt reminds you the name of the buffer you are about to save (this is the default choice to save the buffer), it may be useful to remember which file these data come from. Extra blanks don't matter. Confirmation is required if the output file already exists.
When you give the name of the file to be saved,
!! is a
shortcut for the current name of the buffer. E.g. if you buffer is
dummy.dat, and if you type
!!X after the
Filename ([dummy.dat],q to abort) :, the data will be
saved a the file named
See also the save command, savestack command.