hey! I do not think it is a big issue. If you lost your SSN, you contact local SSN office and report your lost. You might want to submitt the copy of SSN that you have. They might ask you other proof, such as your valid I-20, I -94 and Passport. Bring all those with you when you go to SSN.

 Well, anyone inquire why you made copy of SSN, tell them that is just for you record. I do not think if there is any law that says you can not make copy of your SSN. In fact you have to submitt copy of SSN to many places..you know it right!

Calm down! Gud luck