Dismount the tube, inflate it enough to expand it a bit, and then hold it underwater in a sink. You've probably got a small hole, which can be easily patched. Of if you don't want to futz with it, just get a new tube. Holes have causes, and noting where the hole is may give you a clue as to what caused it. If the hole is on the 'outside' of the tube, run a rag around the inside of the tire to make sure there's nothing sharp poking through the tire. And if it was on the 'inside' toward the rim, inspect the rim tape to ensure none of the spoke holes are exposed.