I'm using Ubuntu 16.04.4 LTS with Desktop Environment XFCE 4. I tried to install Second Life on my comp so after typing in the terminal sudo install.sh I got asked about directory I would like to install it to, so I typed home/user. Then the terminal window disappeared, files from home/user disappeared and folder home/user.backup appeared. When I try to use Thunar with sudo to move the files back, I get "No protocol specified" and "Thunar: Cannot open display" How can I move this files (including hidden) back to home/user folder?
You probably did more harm trying to move the files back. If you have not done anything to the two directories, you could simply renaming them back to what they was before. I.e.,
sudo mv /home/user /home/mygame sudo mv /home/user.backup /home/user
It is unclear what you have done when you says trying to move the files back. May be you can describe all the steps you did already so we can find a way to reverse those operations. If the software you try to use hasn't done anything harmful yet, the above commands should do the trick.