Something may have gone wrong during the download process. Try to remove the book from offline and save it again with wifi. Have the app open during the download and do nothing else on the device. Make sure it download to 100% before listening or putting the app in the background.
A restart of the device or reinstalling the app could sometimes help. Your bookshelf is saved on your account and is not affected by reinstalling.
If you still have problems in the app please contact our support at firstname.lastname@example.org.