Lost IPOD song??? I cannot find it.?

I took a song of my ipod for temporary room and I went back to put in on and it had an exlimation mark. It said the file was lost but you can find it. I opened up that box but it was all funky file names, not the song names. Every time I pick one to see if its the song, the box closes and the song disappears from my music list. It is sort of confusing but how can I open up those files by myself(they look like, WMP) I have no idea how to open the actual file songs. If you understand please explain. Or tell me maybe the song is gone for good if the Exclamation mark is by it? Thank you