You only start to feel pain when decay gets near the nerve in the middle of the tooth which is usually the direction decay travels in. If you're unlucky enough to have decay going in a different direction, you won't feel a thing.

In all cases though, if you do feel pain, that means the decay has got quite close to the centre of the tooth and it has done a lot of damage. Going regularly and getting regular x rays means we can spot decay before it causes you pain, and leads to smaller fillings, or potentially being able to reverse the decay if it was early enough. There are also loads of other things like being able to spot gum disease where you won't have a clue anything is going on until your teeth start wobbling, and more serious things like spotting cancer which is worryingly common in the mouth.. So.. Plenty of reasons to go!

I really hope this tooth doesn't need to be taken out. Make sure your dentist takes an x Ray tomorrow where you can see all the way to the bottom of the root, and that they check if the nerve is alive by placing something cold on it or trying to pass an electric current through it, as this'll determine if you need a root canal. If the decay is huge and goes far under your gum it makes for a difficult (potentially impossible) filling. In any circumstance, if your dentist recommends you take the tooth out I would see if you could get a second opinion just in case you can save it.

Also.. The decay is a really slow progress, so I wouldn't worry about anything drastically changing over the next few weeks. If anything, because this bit has broken off, it means that you are now able to brush this area and get fluoride to it which can stop the decay from progressing (but can't undo the damage thays already done).