When you change themes all your widgets automatically move into the "inactive widgets" box. Then a sample set of images that aren't really widgets appears in the sidebar and we go here and make our widget choices set them up and the sample images disappear.
As you have already changed themes that's where the widgets you had are now. Appearance > Widgets > Inactive Widgets box so you will have to set them up again.
I don't know which theme you had previously. You can use the search utility and Feature Filters in your Dashboard > Appearance > Browse Themes > Feature Filters to locate themes of interest to you. (A-Z, Popular, Features)
Each theme has a thumbshot and a features summary description. You can browse and when you find one of interest you can click “Preview”. When you are ready to make your selection you can click “Activate”.
P.S. Do understand that changing back to your other theme will make no difference to where the widgets are located. You will still find them in the Inactive Widgets box and still have to set them up again.