There are many different theories on how the lost colony went lost. I believe that the lost colony was forced to leave their settlement because of a disease that broke out.
As the sickness was more contagious the settlers decided to leave. As they were all packed an ready to go one person remembered what John White said to do if they left and that was write the name of where they were going on a tree or somewhere visible. The settlers left on a boat that White had given them. The settlers were forced to tear everything down since the sickness was so deadly.
As the settlers left they soon realized that they forgot someone (the person who wrote where they were going) and by the time they realized that it was too late to go back because their was a storm coming there way. Since their boat was very small it did not survive very long in the rough waters, soon enough their boat sank and so did everyone else on it and so this is why the Lost Colony was never found.