The rookie sensor mistake was removing the needle without pulling back the collar.

After the alarm "sensor fail" I peeled off the sensor pod and the sensor probe didn't come out of my body. I wasn't sure if it hadn't gone in in the first place or if it had broken off and was entirely inside of my body, so I called Dexcom tech support, and she said that the sensor did not go in- that it was either inside the needle still or was on the floor somewhere.
She sent me a replacement sensor even though the error was entirely mine.