Instead they say return to GTA V's story mode and then reconnect to GTA Online. They also ask not to hit 'retry' when receiving the 'Rockstar Cloud Servers Are Unavailable' error.
GTA Online has had a terrible launch with glitches and server outages frustrating both gamers and Rockstar. Characters, items, cash and progress are known to 'go missing'.
"...your character slots will be blank during a cloud outage but your characters have not been deleted. Back out to Story Mode and re-enter GTA Online when Cloud servers are up again so your characters can load," warns Rockstar.
"If you want to make sure the characters you create are saved, you should not proceed into GTA Online when the R* Cloud Servers are unavailable. Even if the services come back up while you are playing on a temporary character, that temporary character will not save -- you would need to return to Single Player and re-enter GTA Online to load your non-temporary characters and resume playing with the ability to save progress."
"When exiting GTA Online, please pause the game and choose to return to Single Player. This will trigger a save and ensure that progress since the last auto-save is recorded. If you purchase items and immediately power the console off or exit through console system menus, those items may not be saved."
Basically, GTA Online doesn't follow the standard MMO rules but is autosave dependent.
"If you have previously created a character but see an empty character selection screen when entering GTA Online, please back out to GTAV Story Mode and try re-entering GTA Online through the pause menu (repeat or wait until Rockstar cloud servers are back up). Do not create a new character in the empty slot where your character should be."
Check out thefor more on missing items, characters and cash in GTA Online.
Rockstar ask GTA Online users not to create new characters in 'lost slots'
08 October 2013 | By Simon Priest