It means that the blockchain for that coin has split into two - it's quite common with alts due to 51% attacks. The wallet for the pool you mined at was connected to the incorrect version of the blockchain, meaning that all coins mined there would not show up as transactions on the correct blockchain. This makes them worthless as they never really existed.
The only way to avoid it really is to mine at a well maintained pool (the pool owner needs to keep the wallet updated and on the correct chain). You can check that a pool is on the correct blockchain by checking that the pool's block height value is correct. coinchoose.com and coinwarz.com generally are a good place to check for the correct block height (but be aware that they sometimes get it wrong), or you could look on a block explorer.
Many thanks. That is really valuable information.