There are several ways bookmarking works on BD's.
'Normal' BD's use the players built-in bookmarking, and will pick up where you left off almost instantly after hitting PLAY.
BD-Java BD's seem to use several methods:
Auto-remember and ask if you want to resume shortly after it loads the Java code, even before going through the logos and stuff
Auto-remember as above, but you sit through some logos first.
Auto-remember, but you have to go to the main menu, and it then asks when you go to start playing (Disney seems to do this so the kids see the ads over and over.)
Manual bookmarks by hitting the GREEN key before you stop. You usually have to go to the Scenes, Chapters, or similar menu, then find the tiny BOOKMARKS icon to select and view. Universal titles are worse, as you usually have to start playing them, then hit UP arrow to pop up the timebar, then down-arrow to get the bookmarks highlighted.
No bookmarks at all (HBO, BBC)
Some BD-Java disks may have both auto and manual bookmarking.
Basically, I ALWAYS hit the GREEN key before hitting STOP. Hopefully, you get a 'bookmark added' notice. If not, then I hope it has some form of auto-bookmark.