Sometimes when working in Pro Tools you will find that when you stop playback your carefully created edit selection disappears.
This is because you have selected insertion follows playback (or hit the N key). If you are unsure about what this means then read this article. Knowing why it happened won't bring back your edit selection though and hitting CMD+Z/Ctrl+Z won't help either as it wasn't in the undo queue.
However if you hit CMD+Opt+Z/Ctrl+Alt+Z then your lost edit selection will be restored.