naw i had this exact problem.
i was freewheeling after i backpedaled. i look down and the lockring is dangling and it took a couple of threads with it.
if you can, thread the cog back on, then see if you can get the lockring to thread on. if it didn't take ALL the threads then take it to the bike shop and have them tighten down the cog reeeeaaaaal tight, get the lockring on there as tight as possible, and of course use loctite.
after i found out my lockring popped off i just tightened it all by hand and found the lockring could thread back on but was missing a couple of threads. took it to work, loctite, rotafixed the cog and tightened the lockring, and it hasn't slipped since.
if your bike is brand new i guess it wasn't tightened enough from the factory. my lockring popped off literally a week after i got my bike. surely you felt slippage a few times while backpedaling/taking off as well.