Your return might have been rejected which is why it is stating it wasn't filed. Check your e-file status here: https://ttlc.intuit.com/community/return-status/help/how-do-i-check-my-e-file-status/00/25538
If it was rejected, click here to read about how to fix a rejected return and re-file it: https://ttlc.intuit.com/community/rejections/help/how-do-i-fix-a-rejected-return/00/26136