Well you can do one of two things....
Either park the car.. and get it towed to a service place to get them to look at it... and tell you that it is or is not important.
Or you can drive... and see if your transmission is slipping all to hell.. which will probably end up resulting in a transmission rebuild.
Either way you go... no one in their right mind is gonna tell you that it is ok to drive that thing with an obvious piece of evidence of something missing in the transmission. Atleast I would hope they wouldnt.
That is probably the reason your tranny started to slip.. because it lost one or more of its connectors throught the gears. I'd get it looked at to tell you the truth. But that is just my opinion.