If your bookmarks are suddenly gone when starting Opera, it may be because the wrong bookmark file is open. To choose another bookmark file, go to Bookmarks > Manage bookmarks, and in the toolbar in the Bookmarks tab, go to File > Open. In the dialog box you can choose another bookmark file. The file is usually called opera6.adr, and is contained in your Opera profile directory. To find out where your profile is, go to Help > About Opera and look in the "Paths" section where it says "Opera directory".
If choosing the bookmark file doesn't help, you can try getting the bookmarks back by importing them. Open File > Import and export > Import Opera bookmarks and browse your way to your Opera profile directory. Select the file opera6.adr and click "Open".
Bookmarks