Chosen Solution
The settings icon on my screen disappeared how do I get it back
Try double clicking your home button and scrolling, it should be in that group.
From Home Screen slide all the way to the right (left most screen) the Search Screen. And type in settings, then select it from the list. Then if you want you can organize all your Apps by in Settings > General > Reset > Reset Home Screen Layout.
I have lost settings app
if none of the above methods have worked for you then simply back up and restore the firmware via iTunes.