Every time your program closes for whatever reason, Steam tries to synchronize your newly updated save games on your computer with the cloud saves by uploading the ones on your computer.  Since it can take a while, it won't be done by the time you try to relaunch.  If you relaunch and it gives the option to Play Game, use that.  If it asks which saves to use, you want to use your local saves.  

The only time you'd want to choose cloud saves is if you'd been playing on a different computer and you wanted to then play on another computer, and it asked you on this other computer, but you hadn't been playing on it most recently.  This is something most people won't run into.  I've run into it because I play on my desktop at home and on my laptop at work, so I'm frequently changing computers.