Losing a baby tooth is a normal part of growing up and generally is absolutely nothing to worry about.
Children generally start losing their baby teeth at 6 years old but this can vary greatly. Girls often lose their teeth earlier than boys but there is a large normal variation between children.
Here is a schedule for deciduous tooth eruption (when it comes through) and exfoliation (when they are lost)
If the deciduous tooth was mobile before it was lost then generally this can be considered normal. If the tooth was not loose then it is considered early loss. This can delay the eruption of the adult successor tooth. It is also important to check all of the root has come out, if there is root left in place then it would be wise to get the area checked by a dentist.
Even if a deciduous tooth comes out before its time it is generally not an emergency. However it is important to check that the tooth has not been pushed up into the gum. If this is the case then an emergency appointment IS required so check whether the tooth could be damaging/or have damaged the underlying adult tooth.