File this under the list of things that are usually the result of middle school pranks or students trying to find an excuse to go to the help desk, but it's helpful info nonetheless. 

If a student complains that "ALL MY DESKTOP ICONS ARE GONE!!!", never fear... there's an easy solution. 

Right-click on the desktop, select View --> Show Desktop icons.

Conversely, if you don't like having a messy desktop, you can right click on the desktop --> View --> Hide Desktop icons and it will hide them.