The same thing was happening with my new PSP Slim and I was sketched out that it was the Pandora battery or CFW, but I formatted my memory stick and the issue stopped occurring. Aside from that, I'd treat it like any other electronic. Check the connectors and give it a good cleaning. Drain the battery and fully charge it if you have the chance. I always drain my rechargeable batteries every few months and it really helps to prolong battery life.
