Stumped?

When faced with the socially challenging question of "what happened to your missing leg/arm/etc, saying you "lost a limb" makes it sound like you misplaced the limb in question and implies a touch of carelessness.

Saying you "had a limb bitten off/crushed/frozen/maimed" is a little lengthy and almost sounds like bragging.

Instead, go for the simple statement "I, too, notice my missing limb" and say no more. It's informative and has an air of mystery.