Hi People, I was also having the same issue but I fixed it I believe. Open up your Steam Window and then right click on the DayZ menu item on the left. Choose properties and a dialog box will open up. Go to the local files tab. Select Verify Integrity of Game Cache. For me this found 1 failed file. It automatically deletes the file and re-downloads it. I was then able to log on to servers without the Changes Made Session Lost message. Hope this helps at least someone :)