I chose direct deposit yet a check arrived.

[EricG1 · Accepted solution]

That means there was an error during the transfer process. It is possible that the bank information was entered incorrectly or the information the IRS had did not match up with your bank's information. Either way, during the transfer process, they encountered an error and instead sent you a check to make sure that you got your money. It was a security procedure that is actually very common with direct deposit.