My tooth hurts, because I have lost a temporary filling. It is causing teeth pain. It feels like, when you drink something cold. Is it dangerous?

Infection. If the tooth becomes infected (abscessed) it could be dangerous. You MUST have temporary filling replaced as soon as possible to seal off the opening into the tooth. Note the word "temporary." That means just a few weeks, not months or years. Please call your Dentist before your chronic problem becomes an acute problem.
Not . Overly dangerous. But most likely exposed nerve due to the lost filling. Call your dentist ASAP to get filling replaced before more issues occur.