Save games disappear when loaded. This means that if you die, quit, win, or end the game in any way other than saving after loading your game, you'll have to start over from the beginning next time. It is intentional, as it keeps people from dying and reloading a thousand times until they win. Unfortunately for you, there is no way to retrieve your lost game. If you are afraid of losing your game in the future to this sort of mishap, there *is* a way around save deletion, but it is known as savescumming and is frowned upon here. My suggestion is simply to be more careful next time, and to perhaps make your game fullscreen next time so it won't be a mistaken X-click issue. ;)