How to fix the flashing question mark folder?

This all started when I tried to reset my Mac to the set up screen. In the process of doing so, the flashing question mark folder appeared. I turned my laptop off and on, immediately pressing command r after. It took me to the wifi screen. I chose a network but nothing happened for a few minutes until an error appeared (2002F). I turned it off/on again and now the flashing question mark won't go away. I've tried pressing command r again but it's not taking me to the wifi screen like it did before. HELP!