My Macbook is stomping on my last nerve.

So yesterday, I don't know what happened, I left my Mac out on my desk, to charge. It was turned off, but I can't remember, I was tired last night.

Anyways, today I try to turn it on, and it doesn't want to go on.
Like it powers up to that grey screen with the Apple and that pinwheel, but after that it doesn't go any further. I google all these tricks and whatever to help it, but it just doesn't go through, and all those resets I'm a little afraid to do because like I don't want anything to be lost or like corrupted.

A little help here? It's so annoying to just see that pinwheel.