Form 1099-SA is only to report distributions out of your HSA. If you didn't take a any funds out of the HSA to pay for medical expenses, then you would not receive a 1099-SA.
You need to either go online at your HSA administrator's website (most of them have one) and look at your account, or call them. Note that only 3 of the 50 states require that HSA contributions (and the earnings) be added to state income, so don't be surprised that your HSA administrator doesn't report dividends and interest easily - few of their customers need this.
