I agree, get it looked at but don't pull it off. It's still protecting the skin underneath even if it is only just hanging on. If it doesn't look like it's going to snag on anything I'd just leave it be. But I'd also check with the GP just for peace of mind. They will probably say to monitor it and look out for signs of infection - redness, moisture (pus), heat.
She is certainly a brave little girl! I was squirming in my seat reading about that one!