THINK real HARD on what you said......
If the cotter pin was in place....that means the nut could not come loose....which means the bearing IS loose and getting ready to fall apart.
If it were me, I would immediately do 2 things.....There is'nt much holding these bearings in place...and the bearing holds the wheel. Easy to see what happens when a bearing separates while driving. :ugh
1. check the bearings by jacking the car up and grabbing the tire at 12;00 and 6;00 and trying to wiggle it in/out.
Rule of thumb.....if you can FEEL any movement the bearing assy is junk. IF you can SEE the movement, its dangerous and needs to be parked until it can be repaired with new parts.
2. Check the 3 HUB assy retaining/mounting bolts (torx) on the backside that can be seen by looking past the outside half-shaft U-joint toward the spindle. There are 3 45 torx bolts there. Those are what REALLY holds the hub on. That 36mm nut only holds the inner bearing race...thats why it appears to be worn out. That inner race had to gain some slack somehow...like the bearing wearing and allowing it to move or turn on the spindle. If you heard metal grinding...that was the race turning against the spindle...thats big trouble if it ground into it much. Fortunately spindles are easy to find used.