Lost Mail icon on iPhone. How do I restore it?

It's a pre-installed app and therefore cannot be deleted so you may have inadvertently moved it onto another screen or into a folder, check the Utilities folder if you have one. Check all screens and folders and do a search in Spotlight, it will tell you if the app is still on your iPhone but unfortunately not where it is. If you find it on one or your screens or in a folder, press the icon until it wiggles and then drag it back to where you want it. Alternatively you can reset your home screen in Settings>General>Reset>Reset Home Screen Layout.