Faski, nothing can go anywhere. If it went into your vagina, it's got to come out through it again. The vagina is sealed so nothing bigger than a sperm can go up inside the cervix to your uterus. And even sperm cannot go in every day of your cycle.
So if you felt around well, then the tampon probably came out of the applicator like that. No manufacturing process is perfect, and a defect like that does not really matter.
Take care!