File with flashing question mark on startup?

So my MacBook Air just recently started this, with the white screen and grey box with a flashing question mark in it upon starting it up. Safe Boot did nothing, the question mark file continued to appear.
Holding down the Alt button seems to be the only thing that has yeilded any other response. When I hold the Alt button down on startup, it asks me to connect to a wireless internet (which I have). After connecting, it goes into Internet Recovery, where it shows a rotating globe and loads up, usually taking a couple of minutes.
Then I get the white page with the apple logo, and a loading circle.
After that, I get the grey page with Mac OS X Utilities.
From here, I have no idea what to do. My computer was only recently returned to me after a login error, where all my files has been removed and deleted, so it was at Factory settings. Since then, I haven't had enough things on my compter to use Time Machine Backup or anything like that. so I have no backup sources for it to restore from.
I have been able to get onto the internet, but only in a small box on top of the grey background.
I tried to reinstall Mac OS X Lion from here, but when I agree to the terms and conditions, it gives me no disk to install it too, so therefore I cannot continue ahead with the installation.
As for Disk Utility, when I click on the left hand side Mac OS X Base System, there is nothing under First Aid that is highlighted for me to click (show details is also checked)
Nothing under Erase is highlighted for me to click on either.
In the Restore selection, The source (Mac OS X Base System) has Image highlighted beside it. I can click onto that, but from there I have no clue what to do.
This about the sum of all the options my computer is giving me at the moment.
I have no speakers or cords that hook up to my computer (seeing how its a MacBook Air)
As far as I am aware, I have no disks or CDs or external drives that have any programme to help me restore it. I also am not entirely certain what my current systems were, with how up to date everything was, before this happened, but I assume they were all the latest seeing how it was only just fixed a month ago.
If there are any suggestions, your help would be great.
If my files can be saved, that is awesome. But if they have to be cleared, I am not at all phazed by doing that either.

If Disk Utility left panel shows only "Mac OS X Base System", it would seem that it is not detecting your main drive at all.
I would take the system into an Apple Store for diagnosis.

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