Game asks for a new character and your worlds are gone
Symptom
After going back to the game, it asks you to create a new character and your worlds and characters seem gone.
In Steam, right-click Enshrouded › Properties › General. Check 'Keep game saves in the Steam Cloud'.
If it was turned off, turn it back on. The game reads a different folder depending on this setting. For the player who reported this, the saves came back.
Check: Your worlds and characters show up again.
If they're still missing, look for the world and character files in both
%USERPROFILE%\Saved Games\Enshroudedand<Steam folder>\userdata\<your Steam ID>\1203620\remote.