I get that warning reasonably often, but it generally doesn't mean as much as you might think it does. Most of the time you lose no progress, or you only lose whatever progress you made in your last session only (and most likely cos the game crashed before you could have the chance to "save it"). Now on the subject of saving: whenever you see the game "synchronizing", that's saving your game to the Origin saver, i.e. saving the game to the cloud. Now you MUST use an Origin account with this game, always play logged in, otherwise you will never be sure it is saved.
So yes, you can go ahead and click Continue / Play Now buttons, your losses will be zero or minimal - the warning is just telling you didn't sync last time you played (I know it sounds funny saying "other device" - basically this refers to whatever the last device you used to play last, including the only device you have, hehe..). If you did have two devices and you were playing on both, then you would not continue, but check that one device is synced and game is closed down before playing on the other.
FInal tip: going into Krustyland or going to your friends and back to your Springfield both 'force' a syncronization to happen, i.e. save your game. Also exiting your game properly, i.e. via the "do you wish to leave game?" - "yes" button will normally result in your phone syncing the game after you exit it - watch your data indicator on your phone - you will see the data traffic arrows 'light up' briefly after exiting the game. So never kill the app in task manager after exiting without first allowing it 30sec or so to sync up. Hope that makes sense.
