I had the same problems a few times. What probably happened is that either the payment of your ticket bounced (this means that KLM did not receive payment and is not sending you an e-ticket) or that you have booked more than one ticket using the same email address (eg booking double return trips). The problem is that you think that everything is okay because you have received a confirmation. But when you turn up at the check in desk, they cannot find your reservation and you have to pay a new (last minute & expensive) ticket.
I have asked KLM several times that they should send you a warning when the payment of your ticket has failed (and not a confirmation email but without e-ticket). Their arrogant answer was that is my own responsibility to check whether i have received an e-ticket or not. The confirmation they send does not mean anything.
Again terrible and arrogant service from KLM ....I am starting to get used to it