Have you read the Official faq? Do, it will help prevent problems.
That said: This might be:
1) Your Library is not on a Local drive
2) The drive is being synced (2 way) while calibre is running
3) You are using the OS file manager to add covers direct. (never change /add /delete) ANYTHING in the Library folder, Calibre knows what it put there. Anything else can cause the DB to be out nof sync. Run the Library Maintenance tool found on the Library icon