The issue an Outlook user had with Tasks:
When you select a Contact then use More, Assign Task to create a task then cancel the assignment and save the task, it is saved in the Inbox.
The problem goes beyond this user's issue. In my tests, sending the assigned task also puts it into the Inbox but at least it warns you that the Task is not in the default tasks folder.
This task request is not in your Tasks folder. The task will not be updated when you receive responses or updates unless you move it to your Tasks folder. Are you sure you want to continue?
While you can't change the behavior, you can move the task to the task folder: Use File, Move to Folder command to move it to your Task folder instead of using the Save & Close button. If Tasks is not one of the last 10 folders you moved items to, you'll need to click Other folder...and browse to find it.
If you Send the assigned task or click Save & Close save the task and then move it, select the task then use the Move to folder command on the right-click menu or Home tab, or you can just drag it to the Tasks folder button in the folder pane to get it out of the Inbox and into the default Tasks folder.
Why would you want to cancel the assignment and keep the task? Because it links the contact to the task. If you are showing the Contacts field, the contact is listed at the bottom of the task form, otherwise the contact is listed in File, Properties. You can add the Contacts field to the view to see which tasks are associated with which contacts. (This field is a holdover from older versions that supported Activities.)