You may have checked that you had insurance through the Marketplace, or another Obamacare plan. Those plans do issue 1095-A. If you had one, you can go online to access your form. I can help you find out where to find it.
If you didn't have one of those plans (a 1095-C is usually for an employer plans, which are not included), go back to the Health Insurance section and check No, you didn't have one of these plans in 2017.
Please see the screenshot below.