what does "restore your iphone" mean?

so my iphone 5c was really messed up so i went to the apple store and they just game me a new phone. all was fine, until i got home and decided to stop using my iphod and just sync all my music onto my phone. when i went to do this, everything from the last few months was deleted. photos, messages, apps. how do i get this all back? i had a few very important messages that i need back!! i hit "restore my iphone" after i reslised that this had hapened. please i need help!