Welcome to Android Forums,
Most likely you were using the stock music app would have been a system app so unless you were rooted, you shouldn't have been able to remove it. If you were using a 3rd party app you would still have needed root to remove it with a file manager, unless it was removed via Application Manager.
But there are quite a few media player apps in the play store. Without knowing which one you were specifically using I couldn't tell you if it was stock app or a 3rd party app. I would download one from the store or try a few and find one that suites your needs. I like MX Player and also use Winamp, so those are 2 I'd recommend you try. MX Player is more of a basic app while Winamp is a bit more featured.
I hope this helps but if you have further questions please feel free to ask another question via the Guest Questions for or consider registering for a more interactive response.
Thanks