If the lighter comes out in your Honda Odyssey then you can follow this step by step procedure to install it right back in.
You need to remove the two pins on the side of the lowest plastic panel and pull it out.
Then go ahead and remove the CD holder by removing 6 screws (2 covered by the plastic panel removed first and 4 covered by the CD holder door).
At that point, you have access to the lighter, which is two metal elements that screw onto each other and get connected to the wire.