If your bookmarks are suddenly gone when starting Opera, you can try getting them back by importing them. Open File > Import > Opera bookmarks and browse your way to your Opera install directory. Select the file "Opera6.adr" and click "Open".
If this does not appear to work, please open this file in a text editor and look at the contents.
If the file or the contents of the file is missing, you may not be able to restore your bookmarks. This shouldn't normally happen, but could potentially happen during a crash/hard disk crash.