Looks like you may have disabled sense. go into settings and see if you cant find a way to replace it. if not, back up your data and factory reset it. should be fine after that.
menu>settings>applications>manage applications
scroll down to sense and select it then select clear defaults
hit the home key and a pop up will appear. check the box to do this action by default and then select home. Repeat this process (only swap home and sense) to go back to sense.
I am also having the same problem. I installed Pandahome and it reset all my scenes with only 3 different slides. I followed the directions given above, but the HTC Sense settings "Clear defaults" button is darkened and I cannot click it. It says No defaults set. I also had saved the Scene I had before, but now the phone won't let me save any scene or choose any Scene under the settings. Any ideas? I really want my old settings back and I don't want to have to reset my phone entirely. Stupid pandahome >_>