Tampon “lost” inside you

Has anyone actually had this happen?

I got my period three days ago and I went to take my tampon out the first day and I couldn’t find it. I figured I just forgot to put one in or something. Well three days later I started having a bad smell and I knew it was the tampon. I searched and I did find it. It was pretty much very dark red, almost Black. Do I need to go to the dr? I feel completely fine and was never sick. I know I probably should.