HI Eddy99,
This usually happens to my 360 boxes if I have rebooted them. It might also happen if the box updates to the next version (currently 5.20)
If you use the context button on the remote then you can select subtitles from there on each channel where they are availble (or keep hold of the voice button and say subtitles)
You can also set subtitles to on via Settings > Accessibility > Subtitle options, and that will turn them on for all channels.
EDIT you might also find that if you turn off your 360 or reboot it then you will need to sign into most apps again.