I just got my 1095-A, form, from Covered California to file with my 2015 taxes. The problem is that I didn't have health insurance in 2015?

The first line of the instructions for 1095A is "You received this Form 1095-A because you or a family member enrolled in health insurance coverage through the Health Insurance Marketplace." So you seem to have had insurance. Your comment to Insurance Pickle says it was "cancelled" in November, 2014, but, again, if you were not insured at all you would not have gotten the form. What are the start and termination dates listed in Part II? What is the coverage information in Part III?

ADD: Apparently your belief that your insurance was "cancelled" was in error. (I don't see how it could be "cancelled" except for non-payment.) The only other explanation is that you are the victim of identity theft, somebody else has been paying for health insurance using your social security number, and you actually owe a fine for not having insurance. I suspect that is NOT what is going on.

You weren't covered under "Covered California," because apparently they seem to think you were...at least for part of the year.

you still include it with your tax papers to provide a preparer and if you are preparing your own using a tax program most likely, be sure to answer the question that is pose about the 1065A

Read

It sounds like you DID have insurance, through Covered California.

So what does it SAY on the 1095-A concerning who was covered for what months? Try reading it.

If you didn't have health insurance coverage, you have to pay a fine.