If you did not receive health care insurance through one of the state Marketplace Exchanges or through healthcare.gov then you would not have received a Form 1095-A. The Form 1095-A is the only Form 1095 that is required to be entered on a federal tax return.
If you had health insurance provided by your employer or purchased private company health insurance you should have received a Form 1095-B or 1095-C, neither of which are reported on a federal tax return.
If you received a notice from the IRS concerning the Form 1095-A then contact the IRS using the phone number on the notice to get this issue resolved. The IRS may well have incorrect information about your health insurance.
