Well firstly, if your horse is shod you really should pick out her hooves before riding. That way you will never miss it if she has thrown a shoe
She shouldn't be sore but she may feel a little 'off' in that foot and be unwilling to pick up the canter on that leg. I would have the farrier out to rectify the situation.
Is it a front shoe or a back shoe? You can remove the other shoe on the corresponding leg but I wouldn't recommend doing that unless you are experienced in removing shoes as you can damage the hoof if you pull the nails out on the wrong angle.