Where has my Weather app icon gone???

It can't be deleted, nor can it be restricted. Look closely on every page & in every folder(if you have folders). Still don't see it? Settings>General>Reset>Reset Home Screen Layout. See if you see it now.

You may have inadvertently moved it to another screen or placed it in a folder. Check all screens and folders, if you find it you can press and hold the icon until wiggles and then it can be dragged back to your home screen. Alternatively you can reset your home screen, go to settings>general>reset>reset home screen layout.

You're welcome.

All iPhones with IOS 4.3.3 and above alowed you to group apps together in "folders" - look for an "app" icon that looks like it has more than one thing in it, and that's where your Weather app is - It is usually on the main (first) screen, where the Game center, Calculator, and Contacts were stashed in a folder.

When I restored my apps after updating to IOS 5, it de-grouped all my 200-Plus apps, and it was a pain to re-categorise them! But it is easy to do that, just drag and drop the app icons together. And if you want to remove an app from a group, just grab it and Sliiide it out of the folder onto the iPhone desktop.