A friend came over and stole thousands of dollars worth of gold for me without me seeing him what do I do

If someone has stolen somthing from you then it is appropriate to report it to the police. If the police believe they can prove that he/ she took things from you, they will charge the person with Theft or maybe other charges as well.  If the person is convicted of Theft, it is likely the Court will order them to pay you for your loss as a part of their sentence in the case. If you prefer not to get the polcie invovled for some reason, you could sue the person in civil court for 'replevin' - i.e. recovery of items they have that are yours. If the value of the property is worth less than $7500 you could probably sue in small claims court and you can find those forms (normally lawyers are not invovled in small claims court) online on the Colorado State Court website under "Self Help" tab and locate 'small claims' forms.