Everything got deleted from my computer

Hello,
My computer had trouble starting up. I couldn't get into my computer.
My screen would come up blue with all these words. Then it would say something like click here to start windows normally or there was another thing I can't remember.
That went on for like a day or two.
I didn't know what I did, But it said something like my computer is being restored and that
I would lose everything I had on it.
Then it shut down and it restarted itself and when It opened up, It was like when I first puchased my comouter.
I lost everything.

Please help. I have a HP Pavilion