When I reset my phone, it only shows an icon with a gear and lightning bolt. See picture.
How to fix this?
Have you downloaded the Windows Device Recovery Tool? You can download it from here: https://support.microsoft.com/en-us/help/12379/windows-10-mobile-device-recovery-tool-faq
You will lose your files and apps if you use it, but the "Do I need to do anything before I use the tool?" section has some things to try before running the tool that might help you avoid losing your files and apps.