I had a dental implant and screw come out, should I be worried?

It sounds like the dental implant is fine, but the healing abutment has fallen out.  I would call your surgeon and have this screwed back in as soon as you can.  The main reason for this is to keep the tissue from growing over the implant causing an unnecessary surgery to be needed.  Get it done now and save yourself a future procedure.  Good luck.  

you need to go and see your surgeon and see what exactly fell out? The screw covering of the implant? Then it will need to be put back on. Otherwise the gum will close over the implant.  This is screw is called healing abutment. The gums will heal around this abutment. Then the  dentist can make tje crown to fit over your implant if the implsnt and the screw fell out. Then the implant surgery will need to be redone. see your surgeon as soon as possible 

If I am understanding you correctly, the screw in the top of your implant has come out. This is a problem and you need to get to your dentist to have it replaced. If you don't have it replaced gum tissue will start to grow over the top of the implant. I would call today for an appointment.

No reason to worry, Just get to a dentist soon.  They may have to laser the gum to uncover the implant, but that will not harm the implant