Im using the free Rain character rig to learn animating. Ive moved her into the first pose and keyframed it. Then I move her to the second pose and press I to keyframe that pose but as soon as I click on her, the first keyframe disappears!
This is very frustrating as its so basic yet I cant get it right.
Hi, it is impossible to know what is happening without seen a screenshot of the character and the time line, or the file.
Key frames are usually created for each of the selected controls or object and will only show when the controller or object that was animated is selected.
Yep, exactly. Providing a screenshot or two will go a long way towards helping other people analyze your problem and provide useful feedback. 
@Exonated I’m not 100% sure I understand your problem, but my best guess as to why you have this issue is you forgot to move forward in the Timeline. Remember: If you pose your model, keyframe it, then pose and keyframe again on the same frame, you’re overwriting the previous/first keyframe. Don’t worry though, this happened to me a lot when I was just starting out (and it still happens every now and again.) So if this is in fact the problem you’re having, don’t feel too bad.
Also, try checking if you added the keyframes in Pose or Object mode.
Hope one of these helped.