When I save something as an OBJ file the texture does not save with it, why? I use Blender to render objects as this makes them look better. The problem is when I export one of my characters as an OBJ file and then import it back into Blender to render, the textures seem to not have been saved with it and the character's surface appears pink when clicking on 'Texture Solid'.
At first I thought I accidentally pressed a button without realizing but, I sent the file to my friend and it was also pink for him so I began to think I was missing the texture. I have been scanning forums and found the suggestion of: File>External Data>Find Missing Files. However, this did not work either. I am completely and utterly stuck on what to do and my hobby is now hold up until I can fix it. The second image shows the problem I am having. The first image shows it's how some textures don't export with the file when I export the character from 'Roblox Studio'
.OBJ (Wavefront) file itself only stores geometry data, it does not keep anything regarding materials or textures.

Materials (including references [paths] to textures) are stored in companion .MTL file/format. But it does not embed textures themselves either.

So you have to give .obj, .mtl and all your texture files (you can use 'Copy' option of the exporter to copy all needed textures in a subdir next to exported .obj).

But there is yet another issue with OBJ - filenames must absolutely not contain any space. This is simply not supported by the format, and if your mtl and/or texture files have some, they won't get loaded.