My iPod's data was erased !?

So I was in Mexico for 1 week and a half and since there is no computer to plug my iPod into I took my wall adapter. The iPod was working fine until the last 3 days I was there I connected it as usual to the wall adapter and then on the screen was a picture of an adapter pointing to an iTunes symbol . I figured this meant I had to connect it to a computer with iTunes so when I got home last night from mexico, I connected to my computer and it went immediately to iTunes and it said I had to restore it so I clicked OK & i left it there to do it's technical thing. After it was done restoring I didnt know it was gonna erase everything ! Why did my iPod do this out of the nowhere ? I wasn't having any technical problems with it ??? My sister's iPod said the same thing. It said "connect to iTunes" . is there anyway to put all my old data back into it. I had games that I payed for in it ! :(