Orthodontic braces are made up of an archwire, brackets that bind the wire to the teeth and ligatures that keep the pressure directed where it matters most. Of these three things, brackets are easily the most likely to have some kind of problem with them. Not only are they constantly under pressure, but they are also adhered using adhesives that can, overtime, give way and come off. The adhesives can come off from a sudden change in temperature, from too much pressure, from a sudden change in the pH of your mouth, and from getting caught in utensils, food, or other objects. They come off all the time, and are thus no big deal, really.
A slight problem
Although not a big problem at all, the brackets still need to be re-adhered immediately, or as soon as possible. Loose or missing brackets can damage the mouth, but more importantly than that, they lengthen treatment time, as during the time that the bracket is not properly adhered, the braces cannot do what they are meant to do, and the archwire cannot exert pressure in the right way. The missing bracket may even damage your tooth, as too much pressure may be on some teeth, or they may be moved in the wrong direction as well.
What to expect
When a bracket has fallen off, do not panic! If it is only loose, call your dentist and have them re-adhere it. If it has fallen off the tooth, then you will have to go straight away to get it removed, otherwise it can damage your soft tissues. If the orthodontist is not available, you can get it removed at any dental clinic at all, but they may also have to remove the wires, meaning you will still need an appointment with your orthodontist to put it back in and continue orthodontic treatment. If it has come off the wire, make sure you do not swallow it, and that you put the bracket away and keep it safe for later, as it can be re-attached to your tooth. The wire will then stick out, take a bit of orthodontic wax and put it on the sharp, pointy bit, as this will counter the pointiness.