I started using persistent *scratch* buffer few months ago. You can read about it here

It worked well for some time, and then at least couple of times, I noticed that when I restart emacs (does not happen very often) my *scratch* buffer is empty.

So I started doing M-x persistent-scratch-save every time I was done writing to *scratch*, even though persistent-scratch-autosave-mode was ON

Just recently I realized that I had “lost” my *scratch* buffer while still within my emacs session (It did not show up in the buffer list) So then I realized why I might be losing the contents. It is my guess that when exiting persistent-scratch will save the contents to disk before exiting, but there was no *scratch* buffer so it creates empty file.

I was under the impression that all the buffers starting with * were special buffers and thus can't be killed - guess I was wrong. I came across the solution on Stack overflow

I'm listing the relevant code here for your reference :

;; bury *scratch* buffer instead of kill it
;; http://stackoverflow.com/a/358740/154947
(defadvice kill-buffer (around kill-buffer-around-advice activate)
  (let ((buffer-to-kill (ad-get-arg 0)))
    (if (equal buffer-to-kill (get-buffer-create "*scratch*"))