You said you "applied" for the health insurance but didn't "use" it. Was your application accepted so that you HAD insurance? If you 'had' the insurance (your application was accepted and you did not cancel it), it doesn't matter if you didn't actually use it or not - you had the insurance.
If you had insurance (you applied and it was accepted), you can probably access your 1095-A on your online account for the Marketplace.
