Usually mucus plug is dislodged during the 37th week of your pregnancy. In some cases mucus plug is dislodged before the usual timing which indicates that something is not going correct in the pregnant women body. Mucus plug acts as a barrier from bacteria entering into the cervix and it is only lost when the cervical wall starts to dilate and become thin, but if it loses before it is a cause of concern and had to be checked upon immediately.
Participating in your daily activities like checkups with your doctor, activity in sex may also sometimes trigger your mucus plug to dislodge itself. It would rebuild itself again. Many a times it gets dislodged and grows back again on its own. Until and unless you have any other complications or symptoms relating to delivery you need not worry about it.
Even though mucus plug formation is a continuous process and new mucus is formed till the end of the pregnancy, the period between the new plug formations after the plug is lost before 37th week of pregnancy bacteria may enter into the system. So it has to be informed to your doctor or your mid-wife immediately.
Sometimes losing your mucus plug also indicates the chance of pre-mature delivery. If you lose your mucus plug beforehand and if you find any symptoms of delivery after losing your mucus plug, you need to immediately meet your doctor.