Why does my MacBook start up with the OS X utilities screen?

When I turn on my MacBook I get a screen that says OS X Utilities. It has 4 options, restore from time machine back up, reinstall OS X, get help online, and disk utility. I have played with the options but I'm scared I'm going to erase all of my files.  Can anyone point me in the right direction?

For some reason it is starting directly into the Recovery HD - normally this has to be done deliberately by holding the key combination of Command + r
Firstly, try restarting holding down the Alt (option) key and it will hopefully take you to the Start-up Manager. Select Macintosh HD (you may need to use the arrow keys on the keyboard to select it) and press enter. Let it boot, hopefully into 'normal' mode. Now restart again from the Apple menu - does it boot correctly now?
If that didn't help, try a PRAM reset: http://support.apple.com/kb/HT1379?viewlocale=en_US&locale=en_US

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