If you had coverage from multiple plans during the year, then it's possible you should have received both a 1095-B and a 1095-A. The 1095-B is for insurance coverage thru a governmental agency (i.e the VA) or a small employer plan, and it's just for your records; it doesn't factor into the tax return.
The 1095-A is from a Marketplace plan (under the ACA) and it would factor in (which is why the IRS is asking about it). So if you (or a dependent on your tax return) had coverage thru the Marketplace (even if only for a month or two) and you didn't receive a 1095-A, then you need to make a phone call to whomever you had the coverage with and inquire about it.
Then, once you have it, you'll have to follow the IRS instructions and provide them with the information they're requesting.
