It's hard to say. It's possible that someone has your SSN and tried to request it as part of an attempt at identity theft, but since it was mailed to the address on your tax return, you got it instead of them. Or there might be a more innocent explanation.
I would start by trying to request your own transcript. This requires that you create an online account with the IRS. If you get a message that an account for the taxpayer already exists, you will know someone has been up to no good. At that point, call the IRS and talk to their security people about securing your information. (You may end up needing to go to a local IRS office with proof of your identity.) You may also want to check your credit reports and take other ID theft-related steps if that's what happened.