Were you using one of the built in Windows wallpapers or one of your own? If you are using one of your own from an image it may have disappeared if the file was moved or deleted. If you had selected the set as background wallpaper option from an e-mail or web page it most likely put the file in a temp location and it may have been cleared out if you deleted any temp files or web browser cache.
The best way to keep your background from disappearing is to save the image as a file to somewhere on your computer such as My Pictures. If this image was from a web page or e-mail then you need to find it again, right click it and select Save Picture As and then pick a location to save it. After that you would go into your desktop properties and set your background as the image you have saved by browsing to the file location.