Your tax return is the Form 1040 you prepared and submitted to the IRS. If you are getting money back, it is your refund.
What might have gone to the wrong address? Your tax return---the Form 1040---which you might have mailed to the wrong address? Did you file by mail instead of e-filing?
Or your refund, which might have been sent to an old or wrong mailing address instead of your current mailing address? What mailing address is on your Form 1040? If the IRS mailed you a check, they used the address on your Form 1040.