if you're talking about the rear, release the wheel and you should be able to get it out. If you're talking about the front, pull the drive side crank arm and you should be able to get it unstuck. If this is a carbon fiber frame, very carefully inspect frame from damage from the chain
Try pulling it toward the front wheel to unstick it. Do it with the rear wheel off the bike so you have plenty of chain to pull on. If it is really jambed you could take the crank off; however, I've never had to do this.
Inspect the chain to make sure none of the links are twisted or stuck.
They can get really jambed in carbon fibre frames.
I believe all bikes should come with chain catchers to prevent this from ever happening. You should purchase on in the future.
2008 Novara Randonee - love it. Would have more bikes if I had time to ride them all. Previous bikes: 1968 Motobecane Mirage, 1972 Moto Grand Jubilee (my fav), Jackson Rake 16, 1983 C'dale ST500.
What you should do is make sure your derailleur is properly aligned and adjusted before riding again, and (not to be harsh) you should most likely have a professional do so if you can't figure out how to get the derailleur unjammed just by looking and applying logic.