i don't think so!
i sometimes reset many times when trying to get a handle on a puzzle, so i'm sure that's not it.
do you ever click more than once on the "play" button, or on the "try another cryptogram?" link, while waiting for your puzzle to load? if so, it could be pulling up a new game each time you click, but you'll only see one of them. my computer is slow, and i used to do that in my impatience...until i clicked on "recent games" one time and saw several unfinished games listed---and i knew i hadn't skipped any games! luckily, within a 2-hour period, it offers the chance to 'retry' those unsolved puzzles.
try checking the "recent games" tab at the top of the page every few games to see if this might be happening.
and don't give up---someone here will help you figure it out---they're great that way!