As the others have said, data loss is a very broad topic and has lots of solutions based on your game. Their is a few things you can do to reduce the chance of data loss:
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Try and not use DataStores extensively for other things than loading and saving data.
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Make sure you auto save in regular intervals like every 1 or 2 minutes. If you autosave a player will only lose a couple of minutes of progress if there is a datastore error. Remember don’t auto save too often otherwise the DataStore will yeild. The minimum time between each autosave should be 1 minute.
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Make sure you stick to the datastore limits: Documentation - Roblox Creator Hub
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When updating the players DataStore don’t use SetAsync but instead use UpdateAsync.
You may want to read other this community tutorial as it explains about data loss: Stop using SetAsync() to save player data