I haven't had this problem too many times but I just thought I would mention it: I had just beat the game and I started a new character. I was a little ways in wen i died in a dungeon. I tried to load an autosave (which had a pic of me in Broken Valleys village) but instead it sent to Ygerna's memory with my lvl 2 character. Needless to say I was instantly killed and it would not give me the option load my character. I ended up having to make a new 1 (I am now past wat I was wen that happened) but I thought I should mention it.

Did you install the patch? This sounds like the (now fixed) problem in the North American Xbox version with loading a save that had been over-written. If you exit back to the dashboard and restart the game, loading the save should put you in the proper place. Always creating new saves will avoid the problem.

I did install the patch and its not a frequent issue I just thought I should mention it.