It depends.
If your W-2 has a control number, it would be located in box d, Control number.
This number is not required to file your tax return. Please see this link for more details on the control number.
If this box is empty, you can still manually input your W-2 information into TurboTax and complete your return.
I already filed. The WMR says I have to verify my identity. I'm still waiting for the verification letter in the mail and I filed on Jan 29.
You can verify your identity for the IRS without the letter. Use that link to set up your IRS Account. If you're a new user, have your photo identification ready. More information about identity verification is available on the sign-in page.