The 1095-A is sent to you by the federal or state marketplace because you had insurance under the Affordable Care Act.
If you got a letter from the IRS that said that you need to file form 8962, then the IRS has been told by one of the Marketplaces that you have such insurance.
If you believe that this is an error, you need to contact your Marketplace (whether federal at Healthcare.gov) or your state Marketplace.