I haven't heard of that happening - are you sure you didn't die? When you die, you lose your items until you find your corpse and loot it. I just created a wood elf warrior and can confirm that the starting items are there like normal.
I'd say remake the character, or figure out where you died and find your corpse. Or just punch decaying skeletons until you get a weapon from one of them (but that will be slow going).
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