The simplest place to check is the plugs on the back of each bulb. Are they tight? You may also have a defective bulb. Sometimes a broken filament can cause a bulb to go out, but if it is bumped, and the filament sort of "re-attaches" itself, t can come back on. This is kind of unususl, and unlikely, but anything is possible.
Just out of curiosity, is it the right side bulb(as you sit on the bike)?
Just out of curiosity, is it the right side bulb(as you sit on the bike)?