Grey folder w/ question mark...

Hello this has been happening for a while but sometime when I leave my computer on and it sleeps then I turn it back on a black screen with a grey folder that has a question make starts blinking. I turn it off then back on and its so annoying. I tried fixing the problem by myself and apparently it means my Mac doesn't have an operating system anymore or its something with the utility disk? I don't know someone just please help Im not a tech person so Im so lost and worried. Help please.