I didn't see your OS posted, but I'll take a stab at it.
It sounds like a user/login item, since the desktop and bookmarks were missing.
Could you be logged in (or not logged in) as the user you expect to be?
I'd go to control panel and check on user accounts (depending on OS), also go to System Properties (right click on "My Computer"... then to Advanced tab... User Profiles...). It will take a moment to gather the info. Do you see another user account?
If you know of one shortcut which was on the desktop before, search for all shortcuts and see if you can find where it is. The directory will give you a clue if it's in some user account's files.
Knowing the passwords for all user accounts, try to login to each account found. See if you can find that missing desk top.
Good Luck!
