Start Steam but not Valheim. Find Valheim on the list of games installed and right-click on it. Select Properties on the resulting drop-down menu. When the window pops up, select
Verify game files. Let Steam do its thing. When it is finished, start the game, do some terraforming. The disconnect and reconnect and see if your terraforming is as you left it.

I am no programmer but it sounds like your game is not saving correctly. If that is due to a problem with the program files, verifying the game files or uninstalling, the reinstalling Valheim may take care of it. It could be a hardware problem where the disk drive has a defect also. That used to be a common problem years ago which led to to gnashing of teeth, rending of clothes, and uttering profane language.

Good luck!