I haven't suffered from this one myself but quite a few folks on the Ubi forums have been struck by corrupting saves and other game-killing issues with the game. Ubisoft has announced a patch is undergoing final testing and approval and will be with us shortly.
I've stopped playing for now until it drops, just to be on the safe side. Check out my review, if you're still undecided on one of the Vita's highlight winter games. It isn't as good as Uncharted but still a decent story and saga to get immersed in.