Don’t know about you, but I like a clean desktop. The only icons I want on it are mounted volumes, so I know at a glance if a USB thumb drive or my phone is currently accessible.
If however, you would like your Home Folder, or Trash displayed, then head over to Menu–> Preferences–> Desktop Settings to activate them.
Some of the other available settings include, showing window contents while you drag the window to a new location, weather you want to show icons in the menu or just text. and weather you want Fortune Cookies displayed when you’re using the Terminal window. Fortune Cookies are a great way to learn more abut how the Terminal works!