When I was in the middle of playing an app, my IPod turned off and reset everything. What do I do?

When I was in the middle of playing an app, my IPod turned off. I thought it just died so I plugged it in and turned it back on. When I turned it on. it was telling me to set it up like I just bought the IPod. So it pretty much reset it's self and erased everthing...WHAT DO I DO!?!?! P.S. I have no Wi-Fi either.