Did you click the button to delete all files as well?

If you did then you need a backup of the files in your Firefox profile folder. If you use the Time Machine or another backup then you can restore the files from that backup.

You can copy files like these to the current Firefox profile folder to recover specific data.

• bookmarks and history: places.sqlite
• bookmark backups: JSON backups in the bookmarkbackups folder
• SQLite files like cookies.sqlite (cookies) and formhistory.sqlite (saved form data)
• logins.json and key3.db (decryption key) for Passwords saved in the Password Manager
• cert8.db and possibly cert_override.txt for (intermediate) certificates stored in the Certificate Manager
• persdict.dat for words you added to the spelling checker dictionary
• permissions.sqlite for Permissions and possibly content-prefs.sqlite for other Site Preferences
• sessionstore.js for open tabs and pinned tabs and tab groups

Thank you cor-el, that's actually great information. Unfortunately, I wasn't really paying attention to what I was doing and was just trying to click through to open Firefox. I wasn't expecting an update to erase all my stuff so I probably did agree to delete all my files and I never made any backups. So, is there any chance of recovering my bookmarks?

These can't get your data back, but will help in the future.

These add-ons can be a great help by backing up and restoring Firefox

FEBE (Firefox Environment Backup Extension) {web link} FEBE allows you to quickly and easily backup your Firefox extensions, history, passwords, and more. In fact, it goes beyond just backing up -- It will actually rebuild your saved files individually into installable .xpi files. It will also make backups of files that you choose.

OPIE {web link} Import/Export extension preferences

Thanks FredMcD, I appreciate the helpful links.