The Menu Bar says Safari, rather than Finder, because you have Safari open. It doesn't have any windows open, so you are looking "through" the transparent Safari and seeing your Desktop in the background...
Click anywhere on the visible desktop, or on the Finder icon in the Dock, and it will jump back to the Finder.
OK, no, you mean that you normally see the clock and stuff on the right hand side of the menubar... What are the settings when you go into System Preferences: Date and Time: Clock: View in Menubar ?