Where did the X in my rectangle box go?
There are two 'rectangle' tools The top one draws a rectangle with a "Graphic" content -- having an 'X' to indicate this --, the bottom one draws a rectangle with an "Undefined" content. Apart from the content type, there is also a difference in the graphic style assigned. The top one gets '[None]' (and it's usually totally blank, no fill and no stroke), the bottom one gets '[Basic Graphics Frame]' (usually the colors in the Fill/Stroke color proxy at the bottom of the tool palette).
You presumably were using the top rectangle first, then switched to the bottom one.
In any case, apart from the default color and graphic style, it really doesn't matter which one you use. If you like to see the cross, select your rectangle and change its content type to "Graphic" ("Content" is under the Object menu).
Now you mention it: a Graphics rectangle gets the style [None], whereas an Undefined rectangle gets a style [Basic Graphics Frame]. Kind of unnecessary complication, if you ask me
I have used to top rectangle tool to draw my rectangle and I do not have the cross in it. I also can't curve my corners. when I click on the highligthed yellow triangles and move then all I get is straight rectangles.
How do I get the rectanle back and curve the said corners.
The lack of the X in a graphic frame could indicate that you are in preview mode, and the corners not changing probably means they are set to square in Object > Corner Options...