I filed a paper return and it was returned with a notice to explain the source of earned income. I received unemployment. Do I need to include proof of the unemployment?

Unemployment is not earned income.  Only the W2 is earned income.  You should have a 1099G for unemployment.   Did you enter the W2?  Did it show up on 1040 line 1 and any tax withholding in box 4 on line 25a.   They probably want to see a copy of your actual W2to match what the employer sent in.   You were suppose to attach the W2 to a mailed return.  Did you miss that?