Rule of thumb: A non-static method should work based on (or modify) the objects state. If it does not, it should/could be static.
From your two examples, which one would I prefer? The answer is neither.
Creating a user entity and storing it is not an operation of the user entity, it is part of the persistence. So what I probably would have is something like
User user = new User();
user.name = "John";
user.lastname = "Doe";
PersistenceManager.CreateNewUser(user);
Note the static method of the PersistenceManager, as that one does not modify the PersistenceManager in any way.