I lost an entire folder and its contents after dragging the folder in Bridge to the favorites column

As Gary mentioned - you need to look at your folder in Finder - I'm sure everything is there - as he said, what you described can't happen. 

This falls into the "that makes no sense" category which often means that something is screwy with the folders or preferences in Bridge and/or in your computer. 

Do let us know what your OS (and what release) you are using.

Things to try: 

1) if you happen to know a name of any of the files, do a search for the files on your computer. If you do not know a name, try the date of the file(s) and the suffix (e.g., "jpg").

2) Rebuild the cache of that folder (go to the Tools menu -> Cache -> Purge cache for "xxx" folder" Or go to -> Cache -> Manage Cache -> and select the bottom option: "Purge all local cache files"

3) Restart your computer.

I do not believe that the order of these steps would make a bit of difference.