1. Check all of your folders for the app
2. Use the Spotlight search option to locate the app.
3. Reboot your device to see if the app's icon re-appears.
4. Go to Settings → General → Reset, and then select "Reset Home Screen Layout".
Spotlight Search FTW. I have a ton of apps in a bunch of different folders and it's often much easier just to swipe downward from the middle of my homescreen and type in the name of the app. Siri is great at opening apps too!