You can't "lose" Scene settings -- they are permanently programmed. It can get a little confusing, as you can click the Model Dial to SCENE and find special selections such as Night Portrait, Night Landscape, Party/Indoor, etc. or you can select more commonly used settings on the Mode Dial such as Portrait, Landscape, Child, Sports and Close-up.
The M, A, S and P settings are for prioritizing basic functions like Shutter Speed and Aperture. Auto is just that -- the camera will try to figure out what works best for common scenes.
The manual that came with your D5100 is very well written, but it's going to take some time to fully explore your D5100. Set the Mode Dial to Auto, then go outside on a sunny day and have some fun. This will build your confidence and soon entice you to explore the many features this camera offers.