I've just finished my first component footprint and then I figured out that there is a pad without tCream, which I guess it is generated automatically. What could be went wrong?
By the way, does it has importance?

If you open the package in the library editor, then right click on the pad in question and select Properties..., there should be a check box for Cream. This has probably become unchecked hence there is no box created on the cream layer. Once you re-enable it a box on the tCream layer will be generated.
If you are already using the footprint, you will then in the Layout window need to go to Library->Update All (alternatively Library->Update... and select just the library you are interested in) to pull the updates into your board design.
In terms of importance, it depends on if you are hand soldering the board or using a reflow approach (e.g. having it machine assembled). The tCream and bCream layers are used to indicate where solder paste will be placed when machine assembling - or more accurately when a solder paste stencil is made.