I learned about MissingNo back on the playgrounds and read about how to catch him. It said it was risky, but me a kid, tried it anyway thinking what could be the harm.
I caught it! I was scared of losing it, so I hit Save and turned off my Game Boy Color. Booted it up, and my save file was gone. Kid me was crushed, and I chastised myself for being so stupid to risk it despite all the warnings.
My first play through of Pokémon Red was wiped out completely. My first party, my certificate of getting all Pokes (that I desperately wanted to print with a Game Boy Printer my folks never got us), all gone. I spent HOURS trying to find Mew under that damn truck. All of it - gone.