Why won't my phone work?

Last night at 10:20, my phone was at 39 percent, so I let it charge overnight. This morning, at 6:13, I pressed the power button, but it didn't respond. When I pressed the power and home button, it still didn't respond. When I pressed the power, home, and volume down button, it asked if I wanted to press the volume up button to download an OSIN or the volume down button to restart my phone. (This might sound irrelevant but it's important.) My brother startled me from behind and I accidentally pressed the volume up button. Then the screen was a blue green and it had a white arrow pointing down with a horizontal line under it. Under the arrow, it said: Downloading.... Do not power off the device.... I couldn't power it off anyway. In the top left corner, it said: "OSIN" in red, some coding in gray, and "Secure Download: Enabled" in blue letters. When it finished downloading, the screen went black again. So I pressed the power, home, and volume down button. When it asked me if I wanted to download it again, I pressed the volume up button so my phone can restart. When I did, it restarted, but then it restarted again and it stopped working.