In the 19th century, the term "savage" didn't only bring to mind Fred Savage, the adorable kid from The Princess Bride. In fact, it didn't to that at all. Instead, it was used to refer to non-European tribal peoples. In Walden, Thoreau uses this term "savage" in two different ways: sometimes very specifically, to refer to Native Americans, and other times generally, as the opposite of civilized man.
Savages are often set up as a kind of foil for civilized man, the "other" that isn't quite as other as may appear on first sight. In fact, savages often provide instances of customs or beliefs that Thoreau values. So, while Thoreau doesn't necessarily want to live in a "wigwam," as he tells us in the first chapter, he does like the idea in theory. He prefers the general principle of a home as a basic structure serving basic necessities, in contrast to the larger, furnished homes. Through such examples as this, and the custom of the "busk," Thoreau portrays savages as people who understand the true worthlessness of material things, as well as the true requirements of hospitality.