I'm going to guess one of two things happened...
You're on Windows and connected another drive to the computer, causing the drive lettering for the external to change, so rekordbox couldn't find it when it started up.
Or, you started rekordbox without the drive connected one time so it defaulted to the internal drive / database.
To resolve this, simply open the rekordbox preferences, go to Advanced and at the bottom, click the drop-down to select the drive where the database is located. You'll see the warning about taking time to switch databases, click ok. You should be good to go.