Nothing is more frustrating than losing the chuck key to your drill. Such a small object can stop your project in its tracks when you can't change your bit. If you lost the chuck, purchase a replacement. Making sure you get the correct-sized chuck avoids a second trip to the hardware store. There are more then 12 variations of chucks, so have the right information when making your selection.
Look closely at the chuck on the drill for the engraved numbers. The chuck size looks something like: 1/4, 3/8, 1/2 etc.
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Measure the diameter of the hole on the side of the chuck in inches with a ruler. This measurement is called the pilot shank.
Take these two dimensions to your local hardware store to make your selection.