There are two possible solutions I can see:
If the GIMP session is still open, restore the toolbox you just closed by going to Windows -> Recently Closed Docks, and it should be there in the list.
Otherwise, go to Edit -> Preferences in the Window Management section, and press the Reset Saved Window Positions to Default Values button. If you customised either of your palettes (or added new ones), then this method will lose those changes.
(Optional) Uncheck save window positions on exit so the toolbox always appears when you start gimp no matter if you closed it earlier or not.
To prevent this happening in future, you can uncheck the Save window positions on exit checkbox (same page), so the toolbox always reappears when you restart GIMP, no matter if you closed it earlier or not.
