One day I decided it was time to start a new file. I started playing a little and I got myself a stone house for some protection for the nightfall. An hour in, my computer overheated and shut-off. Once I rebooted, to my dismay, I found out that immediate shut-off had erased all progress (I had saved at least once).
A while later, I started a new map. After a week or so, I explored a ways away, until of a sudden, I saw a cobble structure in the distance. I was really confused, since I know cobble doesn't occur naturally above ground. As I got closer, I realized it was my old house from the deleted file. THAT was a big OMG WTF moment for me.