Hi and welcome to our forum. The sms, unless backed up by an app, are (as far as I'm aware) gone for good.
Your contacts should reappear after you sign into your Google account (provided you had backed them up with Google)
As far as your music and photos, a factory reset shouldn't have touched them. They are generally located in /data/media/ and that shouldn't have been wiped with a factory reset.
If they are indeed gone, then you're not very likely to recovery these either, as most data recovery programs can't recognise the way newer devices communicate with computers (mtp)