I lost my Invisalign tray 5 days before I was scheduled to the next one. I put in the next one immediately, is that okay?

The normal protocol is to always keep the most recently used Aligner, the one you currently wear, and the next one. If less than a week into the current Aligner and it is lost, go back one and tell your doctor to order a replacement. If more than a week is completed before it is lost, simply move to the next one. As long as it isn't routinely done this way, switching earlier than instructed, you should be fine. 

Its normal protocol for patients using aligners to go back to the previous number of aligners. Changing aligners to the next set can interfere with the progress of your teeth. Once you go back to the previous number of aligners, your dentist can order you a replacement aligner which can be made in just a few days and send to you. This way you ensure proper tracking of your teeth. Feel free to discuss all this with your dentist.All the best,