You probably accidentally dragged it off the Dock, and it obediently went *poof*. Yeah, seriously. I would do this routinely by accident when I first started using a Wacom tablet (usually with Finder Sidebar icons.)
That said, since Dashboard is always running anyway and the only way to disable it is to use a command line, uh, command I've since intentionally dragged it off the dock. Yes, it's running, I'll hit F12 to invoke it, thanks. I've got enough things on my Dock. ;D