Don't overthink this. Just ask the HR person or your manager.
Onboarding is a rather lengthy process (especially for first time employees due to the additional paperwork required), and it is not unusual for relatively lower priority steps to be deferred to later.
It appears that as per your company's policy, the onboarding team is supposed to give you the appointment letter on the joining day. However, it is not of utmost urgency, so they may have decided to hand it over to you later.
There won't be any undesirable consequences for you in future, provided you don't screw up badly how you ask for it. Don't mention "you were supposed to give me the appointment letter 3 days ago". From your question, it is clear you are actually not complaining about the delay, so don't make it unintentionally sound like you are complaining.
When shall I come over to collect my appointment letter?
Now, if they had forgotten about the appointment letter, they get to save face. They can simply respond with a date when the letter would be ready, or inform you that it would be sent through internal mail.