So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
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My Nokia Lumia 920 shows the lightning bolt and gear icon. does not start and is frozen on that icon.
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So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
A HAD SAME PROBLEM TOOK OUT MEMORY CARD ATTACHED TO LAPTOP AND PRESSED VOLUME <DOWN> AND POWER BUTTON AND IT CAME ON
Thanks Jack
it helps a lot and my phone got started to but now I have another problem, The sound notification is continuously displaying on the top. and also back switch doesn't work properly.
I bought a new phone! it's all android and stuff. Problem went away.
Thank you so much! This is really helpful!
But, I have another problem at first.
My Lumia 720 is frozen. stuck somehow.
Just only can get swipe once and then freeze, so I decided to hard reset and this lightning bolt and gear appeared.
After I did this solution, it has come back to normal, but It get stuck again on windows icon: the blue window.
HELP!