It's a corrupt save for some reason. For example, you could get one by closing Warband with alt+f4 while it saves or if the PC shuts down or crashes.
Compare the file size of the problem save with other similar saves - if it's significantly shorter, it's no good.
There are also other reasons to get corrupt saves. It's best if you forget about it and play with the last good save (or autosaves if they were not overwritten by your experiments with new games).
This is why it's recommended to keep your own rolling save scheme. For example, save the same game in three slots, each time using another one, so if some save gets bad, you can return to an earlier one.