Went to Save an Activity, and BLUE Triangle! What to do?

After I went for a run yesterday, I pressed stop and then selected Save.  Then popped up a blue triangle.  I thought that was odd, since I only ever see that when powering on/off (or something like that).  

I pressed the bottom left button (to try to get out of the triangle screen) and the watch merely beeped.  And then I pressed the top right button, and it went to it's normal Watch Face screen.  Hrm.  Weird.

Then I connected the watch to my phone, to upload the activity.  My day's info uploaded... but no activity to be found.  Then I searched the watch, and the activity doesn't exist. I searched here for info, and found "blue triangle of death".  Oh no.

So... what do I do?

I've only had this watch for a couple of months.  If it's going to willynilly lose my activities, there is no point in having this watch - activities are the PRIMARY reason I have this watch.

Please advise.