Hello, I’m a nob in the game, but in 2 times the loot that I got was a hero, where is it, or I lose it???, thanks.
It’s not “loot”, it’s hero points you earned. You can see your heroic level by selecting tab.
I think you found a mythstone called “hero”. It’s not a new hero/character but a stone to socket in items later 
Check your bag.
Thanks for your help.