@TymekSieklucki Anything that would mess up the bookmarks would also mess up the speed dials, no relation to the wallpaper (speed dial background) though.
Did you properly shut down Opera before turning off the computer? An improper shutdown can corrupt various files.
I'd think the background should still be listed when you go to speed dial settings - no reason Opera would have been accessing that file, but the settings file that told Opera which background was active might have been damaged (meaning the background would still be there but not active).. About all I can suggest.