I'm a little surprised as this usually doesn't happen. Was the latch that secures the cpu all the way closed?
If it just came straight up...I think there's a good chance you didn't hurt anything.
Hopefully you didn't bend any pins or get thermal paste all over the place.
When you go to reinstall, I would make SURE the latch works and make SURE the CPU is snug down and latched before you install the cooler.