You don't have to "worry," but you should keep an eye ... er ... ear on it. Speech delay runs in my family so I identified his tendency toward it before he was a year old and watched closely.
Make sure you are doing all the language development activities you can with your daughter at home. If you already are and she remains delayed by age three, especially if she seems upset and frustrated that you and others can't understand her, you'll want to get some additional help for her.
My son was tested at age three and supposedly was fine, but I knew he wasn't and pushed for a more in-depth test. Since I have a family member who DIDN'T get the help they needed early on I knew what could happen without proper help. My relative's language trouble turned into reading and writing trouble which he still struggles with now as an adult.
With the better test, my son did show several areas of speech and language delay and started an early childhood program at a local elementary school with other students in his age range.
It made a TON of difference. He's now 4 1/2 and is so much happier and less frustrated because he can communicate what he's thinking, feeling and wanting.
If you need ideas for what you should be doing with her now, feel free to send me a personal message and I can send you some links or lists.