The Rolson LED Magnetic Lamp fell on top my 3.5" HDD. The drive seem to work fine, but I'm not sure if all the files are intact. Is there any way to check? If so, what would you recommend?
If it fell on it while the drive was running, run scandisk/check for errors to look for any damage from the impact.
There wont be any magnetic damage unless it is an incredibly strong magnet and even then the hard drive casing will contain most of the field.