The first thing to check for is malware. What protective software do you have and what does it say about the condition of your computer?

Also, what windows version are you using.

Hi willdog1, and welcome.
There Is a check box in sounds under control panel which says "Place Volume Icon In The Taskbar" See if yours are checked.

You may also want to Right click on the system tray and go to customize notifications, and you should see a bunch of options appear. Click the volume and make sure it says always show or hide when inactive.

This also could have something to do with your media player, because VLC, for example sometimes manipulates the WAVE output if you adjust the internal program volume, even after the application is closed.

I had a similar problem and it did not turned out good for me, and I had to re-install just to get my sound back. I hope in your case it will be different. Good luck.