Do you have a ticket open with Dreamhost?
As mostly just fellow users here it's hard to know without more info, or your domain URLs what you have done... but it is probably not so hard to put it right again.
Your new domain may not have propagated yet, meaning, the DNS (domain name) servers don't know it's there. Trying to install WordPress or another one-click at Dreamhost during this time can cause errors and/or confusion. Usually just waiting a day AND clearing your browser cache can remedy that. Then, try your install again (or try completing it if one's in progress.
In the Dreamhost dashboard, did you maybe change the user of the older domain? That may make files associated with the other user seem to disappear.
Can you FTP to the domain and see your files?
In WordPress, you associate the database with the domain/blog in the config.php file. Fill the info out correctly in there (you can find the credentials in your Dashboard by looking at Goodies > Databases) and things might fall into place again.