Some users reported losing upwards of 25 hours of gameplay.
A bug in the Windows PC version of Middle-earth: Shadow of Mordor has been deleting the save files for that game.
Hundredths of users have publicly reported that issue on various forums. Those users claimed their save file was deleted after they:
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Closed the game down properly.
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Experienced a crash.
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Changed a graphics option.
I suggest manually backing up your Middle-earth: Shadow of Mordor save file until that bug is patched. You can find your save file in the following folder:
\Steam\userdata\[your Steam ID\241930\remote \gamedata.sav