Hey, glad to see you joined the club :) I remember the gyno telling me to check once a month for the string that hangs from the device. You have to reach, but that is how you know it's there. When my husband and I have sex, he can feel it. It isn't painful, but still it's there.
I've been told by the gyno that you can definetly tell that the device has fallen out because it's a foreign object and you'd be able to feel it pass.
Call your gyno or the nurse for more intense questions - they really should give you that info when you get the device put in.
HTH,
T.