I missed the first step and fell down on ankle twisted, should i be concerned ?

Yes if painful: Apply iced, keep foot elevated, if you have an ace bandage apply it. You can take an antiinflammatory if not contraindicated. See, how you feel. If you can walk without a problem, likely okay, if anything worse considere a sprain or possibly a fracture.

Maybe: If you are having pain, swelling and difficulty moving the ankle or walking on the ankle then yes you should be concerned and have it examined by a doctor.