In early 2016, if you were covered under a qualified health insurance plan in 2015, you will receive form 1095-A or 1095-B from your health insurance carrier.
This form will be sent to you to prove you have met the individual mandate to have health insurance in 2015. You will need to file it with your 2015 taxes. You will get used to receiving this form every January just as you receive your W-2. See the image below for an example of the form.