Developer Arrowhead has acknowledged a problem which some players are having with Helldivers, the most serious of which is a bug that erases your progress if your PS4 controller runs out of battery power.
If your controller dies whilst playing, the game will erase all of your character progress and spawn a new level one character when you plug the controller back in. If you do not restart before getting to a checkpoint then your old character will be overwritten.
Arrowhead have explained on Reddit that the upcoming patch 1.03 will fix the problem, as well as other bugs which players are finding with the game. However, there is no date yet for the release of the patch so until then make sure your controller is fully charged or plugged in.