I have never lost my private key before, but I have seen lots of people lose access to their private key before. Most of the people that I know who have lost their private key are the ones who once stored it on their mobile device, some of them lost their phones, and some of them lost their phones. The funniest part is that one of the people I know mistakenly deleted the private key where he stored it.
 
When storing a private key, it should be stored completely offline, where you know there is no internet connection, because if your private key is stored on the internet, hackers can easily have access to it. You can just carve your private key on iron steel and store it in multiple places where nobody will be able to see it.