I can only assume that you're using a 3rd party wallet service. This is not recommended as web wallets are bad and generally less safer in comparison to desktop wallets. If you are using blockchain.info or some other online wallet is very possible for it to occasionally have problems and for your transaction to 'not go through'. If you are using a desktop wallet, regardless of whether it is SPV (e.g. Electrum) or a full wallet (e.g. Bitcoin Core) this should never happen (unless you obviously aren't connected to the internet).
Can someone explain to me what happened?
I assume that it's just a problem with Blockchain.info.