how does a bluetooth on android works and what are the best alternative in saving data receive from bluetooth?
Serial communications only consist of one character. That is what serial is - the sending of one character at a time.

How you then deal with those characters, combining them into strings, interpreting them as numbers, whatever, is completely up to you to program.

There is no such thing as a string in serial communications. There is only the character. 

The Arduino API has a few (badly implemented IMHO) helper functions that can get a whole string (kinda), but it is much better (both from a learning perspective and an implementation perspective) to do it yourself.

I have a little tutorial here that may help you get to grips with it.