I'm assuming you're playing in the Flash version on the website. If you're playing another platform, please specify.
Your browser has a limit to the amount of data that can be stored. Go to https://www.warlight.net/Test/LocalStorage
and see how many bytes it says are being used. If it's near 5 million, then you probably ran out of space. You can clear it, but that will erase all saved games, or you can go to http://www.warlight.net/SinglePlayer/SavedGames
and delete games you don't need.