I'd like to begin by clarifying the difference between
partition data and
filesystem data, since the right thing to do in your situation depends critically on understanding this distinction and knowing which type of data you modified.
A partition is defined by a few bytes in a partition table that describe where on the disk the partition begins and ends and a few other details about it, such as a type code. For instance, translated to English, the partition data might be "the partition begins at sector 2048 and ends at sector 7,239,327 and consists of data for a Microsoft OS." Traditionally, Linux has used fdisk and related tools to manipulate partition data; but most users today do this job with GParted or other GUI tools, most of which also manipulate filesystem data. Damaged partition data can often be recovered using
TestDisk or similar tools. When recovered, you'll get everything back. Unfortunately, I suspect that you did
not merely damage your partition data.
A filesystem is a complex data structure that resides
inside a partition or other carrier (like a logical volume in an LVM setup). Examples of filesystems include FAT, NTFS, and ext4fs. You were attempting to convert from one filesystem to another, but such an operation is almost certain to create an
empty filesystem in place of whatever had been there before. In such a situation, your only hope for recovery is to use a file-level recovery tool such as
PhotoRec; partition-level tools such as TestDisk are useless if the filesystem data have been damaged or destroyed. PhotoRec can recover individual files, but some files will almost certainly be lost, and PhotoRec might not recover filenames, so you could end up spending a lot of time sifting through your files to identify them. I've heard that some Windows data-recovery tools can sometimes recover filenames from badly damaged FAT or NTFS volumes, but I don't know the details.
Based on your description, it sounds like you tried to convert FAT to NTFS, which is a destructive operation on the filesystem level, so I suspect you need to look for a filesystem-level solution. (There's a very slim chance that you just changed the partition type code; but if that were the case you'd have seen little or no difference from Linux, since Linux ignores partition type codes for most purposes.)