I have a folder on my Macbook that is blinking with a question mark on it, what could it be?

[iMore Question]

When I turned my Macbook on this morning, I noticed a folder appeared on my desktop that has a question mark on it and is blinking. I can't open it or move it to the trash. What could it be?

 

[Ariel Babalao]

And are you still able to access the Mac OS X? If yes, then go to system preference> startup disk/ there select your internal drive to boot at startup and click restart.