You need to look at the return value of the call to showConfirmDialog. I.E.:
int dialogResult = JOptionPane.showConfirmDialog (null, "Would You Like to Save your Previous Note First?","Warning",dialogButton);
if(dialogResult == JOptionPane.YES_OPTION){
// Saving code here
}
You were testing against dialogButton, which you were using to set the buttons that should be displayed by the dialog, and this variable was never updated – so dialogButton would never have been anything other than JOptionPane.YES_NO_OPTION.
Per the Javadoc for showConfirmDialog:
Returns: an integer indicating the option selected by the user