It could be that your return has a situation where you are required to mail certain paperwork to the IRS to go with your return. Some common situations where this happens is paperwork for certain charitable contributions or a copy of your Form 1099-B showing stock transactions if you entered only summary information in the return. If you electronically filed, you would not be mailing your entire return because it has already been sent.
Go back into your return and take a closer look at the information stating that you need to send something by mail. You can see these instructions on the cover page of your return if you print/preview the complete copy of your return. The cover page will tell you what you need to mail and where to send it.
Also, take a look at the following TurboTax help article for more information:
Do I need to mail anything after I've e-filed?
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