"information" file. It contains data about the images or video captured by your camcorder. The CPI files are not the actual, original still image .jpg or .mts or m2ts (AVCHD-compressed) video files. Typically, the CPI files have nothing useful when the still image files and video are moved from at the camcorder to the computer.
The symptom you report is common when the video files are removed "manually" - that is, you connected the camcorder to a computer with a USB cable, dragged the images or video to the trash or some other directory on the memory card or computer.
The images might not be lost - but when they were manually moved to another directory (or to the computer and deleted by the computer), the index files ("CPI") lost track of them. What you see on the camcorder's LCD screen is a low quality thumbnail of the original image.
There are about 10 different directions we can go with this to understand if your images are somewhere safe, but that's going to take a lot of probing questions... For instance, If you moved the images, where did you move them - and if you deleted the images using the computer, did you empty the trash can in the computer ?