I'm going to assume you used the Mew glitch to find the Pikachu-colored, vaguely square-shaped version that's usually found in Yellow, and not the d-shaped purple version that's usually found in Red and Blue.
This form's sprite pointer (0x0600) is invalid so it has a high risk of upsetting the game and making it freeze [source], unlike the other form. That isn't to say that weird things can't happen with the other form, but if you want to play around with MissingNo., you're probably better off doing it in Red/Blue.
It is unusual that you lost your save file, since that's usually more associated with turning off the system while saving, but it seems unlikely that you can do anything to recover it if it told you that it was "destroyed." It is difficult to determine why this happened without more information since all we can really do is assume that performing glitches was the cause, even if that doesn't usually happen.