Confusion between "did Bitcoin fail me and lose my coins or did a Sidecoin fail me and lose my coins" is a very legitimate issue. I'm worried about this also.
I think a lot of side chains will be seen as services beyond the main chain. For example today if one wants to anonymize coins they need to go use some sort of mixing service, if they lose their coins in the process the service takes the blame though, not bitcoin. I think sidechains will be the same, people have bitcoins and then decided to use some anonymous sidechain service, if they lose their coins I think it will be clear it was the sidechain / service at fault.
If a sidechain is integrated into Bitcoin-qt or blockchain.info to the extent that you're not even aware of the sidechain being used, then I can see the scenario you're describing as being confusing and damaging to Bitcoin. But I think SC's will be implemented in a manner that it is clear when they are being used.
At least that is my expectation / hope.
Sidechains are like Bitcoin companies/services. If you decide to trust some shady one because it promises unconvential returns or features then you expose yourself to the underlying risk that they disappear with your money.
When we get to "ordinary people" using Bitcoin, established sidechains that have been carefully reviewed and vetted by the community will be available and should serve any conventional need that a consumer might want. My guess is that at this point they are not even referred to as "sidechains" but Bitcoin "applications" or services.
If one decides to step outside of this "safe" environment and experience more obscure services/sidechains then he should proceed with caution much like he should be doing when dealing with less renowned companies.