I installed a new sensor today in my upper arm, which I have done many many times. When I tried to release the plunger by pushing on the release tabs and angling my arm down, it would not fall out. I had to get help from my husband to extricate it from the sensor pod.
I let the sensor marinate awhile and then started it up. At the 2 hour mark, it failed. When I removed the sensor, I saw that there was no wire attached to the pod.
Might be what Biomuse said. Or maybe it was a defective sensor -- I really don't know. Did it hurt a little going in? Mine always do, and that's how I know the needle is going into me. My biggest concern is whether the sensor wire broke and ended up embedded in your skin. If it shows no sign of infection or anything, I think you don't need to worry about it, but it it gets red or sore, then that might be what happened. Maybe call Dexcom about it?