<blockquote><b>Quoting Vindictive:</b>" All girls have a hymen. If you didn't see it, you either didn't look hard enough or didn't know what to look for. It's a membrane that covers the opening of the vagina - exactly what OP described."</blockquote>
And if you google "hymen" ( although why outside of medical reasons one would,idk)
you'll see that hymens have variable appearances.Some are fused and need to be cut open so menstrual blood can exit,some are barely there.
And you might be born without one or retain fragments of it after initial intercourse.
I've never posted on a forum before so I hope I'm not too late for you. This is called a labial adhesion and is more common than you'd think. It's due to low estrogen. If it seems to bother the child your pediatrician will prescribe an Estrogen cream (Premarin) and within a few days you will see a difference. If the child doesn't seem bothered by this you can leave it alone, as the child gets older and closer to puberty it will be normal.