The question is not did you receive a 1095-C but does the IRS have you listed as someone on an Obamacare (Affordable Care Act) policy?
Unfortunately, it is perfectly possible for a taxpayer to have employer-sponsored insurance (the 1095-C) and marketplace insurance (the 1095-A) at the same time, often because the taxpayer did not realize that his/her parents or other relation put the taxpayer on the policy as a favor.
If the IRS has you on that list (because it was reported to them by one of the marketplaces), then you will have to file the 8962 (and possible 8965), even if you had other insurance.
This is so they can reconcile the amount of Premium Tax Credit (PTC) that you may have been advanced during the year versus the amount that you merited at the end of the year. Any discrepancies are added to your 1040 tax return.
If you did not have marketplace insurance and you did not receive a 1095-A then you likely don't have to fill out the 8962 (actually TurboTax does it for you when you enter the 1095-A).
But if you received a letter from the IRS asking for a 8962, it's because their records show that you were on a marketplace policy. Reply to their letter, enclose a copy of your 1095-C, and see what they have to say.