As it's been said above, this issue happens from time to time, usually due to some strain on the server.
However, a way to keep this from happening (or at least to keep from losing your character entirely) is to stop in the middle of creating your character, and just save it. Then, go back in, and continue editing for a while, and save again.
That way, even if it still lags out on you, you'll have most of your previous work saved. c:>
I figure it's worth a shot, and I hope it helps. <3 Take care, floof!