losing your mucus plug can happen anytime. some women notice it, some don't. It is NOT an indication of when you are going into labor, so you do NOT need to "know" if it happeed or not. Some wome like to know, for the sake of knowing, but it really doesn't tell you anything about when your going into labor.
As for me, I thought I had lost mine a week before I went into labor, but then the day I started having real contractions (and went into the hospital that night) I noticed something came out, and swore THAT was the real mucus plug. In the 3rd trimester, you may have more discharge and might confuse it for the mucus plug (or even for your water breaknig, depending on how much discharge you have).
The only thing to worry about is the water breaking, because most doctors want to monitor you in the hospital if your water breaks, in order to prevent infections. Other than that, just enjoy the ride :)
at 12:33 AM on Jan. 5, 2010