I am getting a return but have not filed yet. Can I mail my return or do I have to efile?

You mean you are getting a refund  -- your tax return is the Form 1040 that you file.  You can still e-file a 2018 return until October 15, 2019.  So you can e-file now or print, sign and mail it--your choice.  If you file by mail:

When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s.  Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS/state received the return.

And remember that federal and state returns go in separate envelopes to separate places.

if you mail, use a method with a tracking or proof of delivery service.    i suspect that at least some of the posts by op's who said they mailed their return but never got refund is because it never got to the IRS or state.      mailing will result in a much longer time frame before you receive it.  6 to 8 weeks vs 3 if efiled.   this of course assumes the IRS finds no problems with your return.