OK, here is what I did! I found it!
I closed all the other windows in the VBE. That's when I noticed a small blue thing down on the lower left border. I put the cursor on it and it gave me the little double ended arrow to resize it. Did that and it's back. Have no idea how it got that way...
OK, I'm back on the computer with the missing Immediate window! I tried all the above suggestions and nothing works.
I press CTRL-G and nothing seems to happen. Re-installing Excel is not an option. I'm on a company network and getting the Administrator to do that would take forever.
I appreciate the answers. The problem seems to be computer specific. I am on a different computer today and the immediate window is there. I won't be back on the same computer until, I believe, Tuesday.