Check with your carrier by logging into their web site. They may have a text message history saved for you.
In Windows Phone, text messages can be stored for later recovery after a reset IF you set the phone to back them up regularly; Settings > backup > select categories.
Your Contacts, Emails, Calendar and Tasks are all in the cloud with your email accounts. Restore each account to the phone in Settings > email + accounts > add account. Once an account is added, tap the name of the account and select what categories to sync and how often. Or hold down on an account name and tap sync from the popup menu that appears.
If you failed to backup any of these things to the cloud they may indeed be lost.