I just got contacts this week. Having trouble finding one. Could it be somewhere in my eye?

Upper corner. The most common place for a soft lens to disappear under the lids is the upper, outer corner. A useful trick is to pull the lid towards the outer part of the eyebrow while looking down and towards the nose for about 10-15 seconds. This will send a lens in this position back to the center.
Not likely. Although soft cls can sometimes roll up and be retained under your eyelid, you would be feeling some discomfort from this. I would go back to your eyemd who fitted the contacts, and they can check this for you, but it is much more common for the cl to fall out and get lost outside. A contact cannot get inside your eye.