Is it possible that perhaps you might have clicked on the "Preview Post" button rather than the "Submit New Thread" button? That would give the appearance of submitting a new thread, but not actually creating it.
As jeremy stated, it is extraordinarily rare that a thread is deleted; that would be just out of the question unless there was some kind of gross violation of the LQ Rules (eg massive and blatant spam, or wildly inappropriate subject matter) Otherwise, almost all mod actions consist of moving threads to a more appropriate forum, or closing duplicates. It's worth pointing out that this situation is a very positive reflection on the LQ community as a whole, who in my opinion are usually pretty serious and very dedicated. Overall, it's very seldom that a thread requires any kind of explicit mod intervention (apart from spammers, and occasional rookie errors such as double posting)