I've never saved many seeds and wanted to know how you go about it with =
okra. Does the size matter for it, meaning if it gets large and woody =
can I still take seeds from that? And do you wait till the okra gets =
completely dried before taking the seeds out?

Assuming that you have one of the many cultivars of open pollinated okra,
Simply let the pods dry on the plant. Cut them and let them dry for a couple of
weeks, then break open the pods, shake out the seeds, and store them in a cool
dry place till planting time. You can do this with hybrid okra, but will get a
mix as some revert back to parent plants.