As you are probably aware, there has been as issue where people have lost their progress and been reset on episode 1 when trying to load a save. This has also happened to me (several times), but I have discovered a way to recover (most) of one's lost progress.
I'll use my situation as an example. I was using slot 1 and was in the middle of episode 3; I quit to the main menu, then exited the game from there, just as Telltale suggests. The next time I started the game and tried to continue my progress, the game restarted me on episode 1.
After a bit of research, I made an educated guess that perhaps my blank third slot was the issue (I had saves in slots 1 and 2). So, I copied my slot 1 save (which was now reset and read "Episode 1") into slot 3. Then, I tried playing my save (using slot 1), loaded episode 3, and BAM -- it worked. The game loaded episode 3 with all my choices from episodes 1 and 2 intact. Now, keep in mind, doing this will not recover progress for whatever episode you were on -- in my case, episode 3 -- but will keep you from having to replay previous episodes.
Hope this helps; if you try this, please post here to let me (and Telltale) know if this does/does not work.