Files disappearing off of my desktop is not cool. How do I put them back...?

I tried opening a bunch of documents as "open recent" and they were nowhere to be found. Why on god's green earth would I ever want my desktop to be REMOVED FROM MY MACHINE, Apple? And how the heck do I return them to where I put them in the first place?

I really wish they would stop trying to fix things that are not broken, thus BREAKING things.

How do I set this right again?