Did you save and quit or just quit? The game's autosave feature saves your in-level progress, but the game will delete the autosave if you don't tell it to keep the save by pausing and selecting "save and quit."
However, your level completion progress is saved no matter what, so you can start back up on the second level, which is where you were if you just got a warthog.
Perfection. Where everyone fails. If you expect nothing you can be happy for everything.