Jailbreaking is to change the phone to allow you to run non-approved apps/modifications. Things that you wouldn't normally be able to do with the phone with what you can get from the Apple app store. If you bought the phone used, it may have come this way, or if you have had it unlocked to use on a different carrier, jailbreaking is a necessary part of doing that.
You can check to see if your phone is jailbroken by looking for this icon somewhere on your home screens:
Cydia
It's more likely that your phone icon is hidden in a folder somewhere, but if you are jailbroken, there is something that you can use that allows you to hide icons for apps that came pre-installed on the phone. This is the only way I can think of that you would have lost the phone icon entirely, but stranger things have occurred to phones that haven't been modified in any way, so this isn't necessarily it.
If you don't find your phone icon in any of your folders, try resetting the home screen layout.
Settings -> General -> Reset -> Reset Home Screen Layout
This will reset all of the icons back to their original positions (your folders will be flattened - all apps from the app store will be laid out alphabetically on the 2nd page thereon).