Not for that reason. An EIN has nothing to do with whether you efiled or not.
An EIN is an "Employer Identification Number". It is a 9-digit tax ID number usually in this format: ##-#######.
It's used by businesses, employers, etc. to report payments to you. Or if you are a business owner/employer, to report payments to your employees or contractors.
If you receive a W-2 or 1099-MISC or other tax forms, it likely has an EIN number of the employer or company that paid you.
Why are you asking? Do you have a small business and are wondering if you need to apply for an EIN?
I was told by an overseas shipping company that I need an EIN to export personal items to another country from the u.s.
An EIN is a federal tax ID number for businesses. You can create one for your business (sole prop, etc.) at the IRS web site. It will be linked to your SSN, so you can use the EIN on your schedule C and your personal SSN on the rest of your tax return and everything will be linked and will not confuse the IRS or mess up your taxes.
An EIN is required if you have employees, but I recommend it for any small business person because it allows you to do business without giving your personal SSN to your vendors and clients.