What iTunes done to my iPhone 5 and what can I do about it?

I did something on iTunes that caused my iPhone 5 to lose all my information (like photos, videos, text, and contact list) except the information I had on my iPhone 4 before changing to iPhone 5.

I didn't have a backup or an iCloud account, so what did I do and how would I get back my data that I lost?

Unfortunately without an iCloud or a back up you can do nothing about it, this could be a lesson for next time I went through the same thing.