I constantly seem to be removing icons from my desktop. (I work to a rule of an absolute maximum of 10 icons. Anything above that shows a lack of organisation). So it's hard for me to guess at which ones you might have lost. (Are they shortcuts to programs, to websites or something else?)
However, in the first instance, try . . .
(i) looking in your Recycle Bin ; and
(ii) the old trick of 'turning it off and turning it on again'