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You will usually only see the third eyelid when there has been a trauma to the eye or there is an eye infection present. You can wash the eye with warm saline to flush out any irritants and then dry it well with a clean, dry towel.
If you don't see any improvement after flushing the eye, you will want to see the vet tomorrow so that they can stain the eye and rule out a trauma or scratch.
Parasites can also make the third eyelid appear so you should see the vet for a fecal exam to rule this out as well.
Let me know if you still have questions.