This is not necessarily needing to be tackled as Explorer specific as suggested. There are only 3 main places the coolant can be going. Either it's leaking externally which you should be able to see unless it is so slow that it's smoking off instead of dripping (then you should see residue), or leaking internally either into the oil or into the cylinders and then out the tailpipe.
If you cannot find the leak yourself (not an obvious source like dripping from a hose or radiator), then it is time to take it to a shop. Certainly you should check the oil and if it looks like a milkshake, then I would change the oil and put a "few" miles on it before driving very far to take it to a shop, to be sure it isn't leaking badly enough to cause damage on a longer drive.
This goes for any vehicle with any water pump design, there are more ways than one that coolant can find its way into the oil, or get sucked into the cylinder(s) and cause hydrolock, or foul the catalytic converter and O2 sensors, etc. Say you were to hydrolock the engine... it's not going to be much consolation that (if) it wasn't the water pump leaking.