Like Scott says, did you create a backup? When you first set up your phone, you probably entered a Google Account. Lots of data will be saved in connection with this account. When your did a factory reset, did you ensure that the box was ticked in the settings for ''back up my data'' as well as ''automatic restore''? If the latter is ticked, it will automatcially restore your settings and data.
So, ensure that you have added that exact Google account again to your device, which you can do also in the settings, under accounts. Tap on Google, and add account. Next make sure all is set to sync and you will see that some data is coming back.
Some apps may not reinstall, but if you go into the Play Store, you will see under My Apps all the previously installed apps.
If you still stuck, we've written a very helpful tutorial on how to recover lost data from your Android device.