For some reason my Documents shortcut was missing from the quickstart side panel in file explorer. No matter what I did, I couldn’t add it back (but I could add / remove others).
This trick from SuperUser.com fixed it:
There is a file in%AppData%\Microsoft\Windows\Recent\AutomaticDestinations, with namef01b4d95cf55d32a.automaticDestinations-ms. This file stores the information about the folders you’ve pinned. What I think is, this file somehow got corrupted on your computer, yk, since Windows 11 is still under development. When you delete this file, it is automatically remade within second — And you’ll get desktop, documents, downloads, and pictures pinned by default.
Note that the file isn’t recreated “within a second” until you do something with File Explorer – in my case I didn’t have it open at all, I opened it, and all was right in the world.