How important is this little piece?  I have a R6001 I just bought.  When I took it apart to inspect/clean it (the way the Army taught me to), I field stripped the bolt carrier group and the bolt to clean inside it.  When I took the ejector off the bolt, the spring fell off.

After going crazy trying to find it in the carpet, I realized that the little plastic insert was missing. I know from my newer/post ban rifles, that it is a little piece of blue plastic.  I have seen white ones on some rifles and have heard of black ones too.

To be honest I'm not even sure if this rifle even had one to begin with.  I have yet to fire the rifle.  Should I get a new insert before I take it to the range, or is it something I can get when I get around to going to a gun show sometime?

It will not hurt the AR15 rifle if you shoot it without the insert.  Pick up a couple spare inserts & springs when you can.  

I could be wrong on this, but I believe the rubber/plastic insert is there to improve extraction under full auto fire.  What happens is that under such conditions, the repeated cycling of the action can cause the spring to start to oscillate on its own, leading to extraction failures.  The insert is there to damp the spring oscillations.  

While you may be aware of this, the color of the spring insert is inconsequential to is function.  Colt found through developement of the M4 that the original extractor spring was insuficient at holding the extractor on the rim.  As a result, Colt started installing a stronger extractor spring and used a black insert to denote that a stronger spring had been installed versus the original spring which had a blue insert.