How to get the menu with Add Gear options back? I'm new to Blender and I've figured out how to make a gear but I have a question! 

Shift+A > Mesh > Gears > Gear will add a new default gear to the build area and will bring up an Add Gear menu in the Toolshelf on the left where you can change all aspects of the gear.  

But once the gear's object was moved / the interaction mode was changed / any other action was done, the Add Gear menu on the left disappears.
How do I get this menu back?
This menu is called the operator panel and it only pops up when you first create the object. If you make any changes to the object it will disappear forever. 

To get it back you'll have to create a new gear!