Was I supposed to mail out my own return? Return status says printed.

If you chose the option to print and mail your return instead of efiling it, you must print and mail it yourself. TurboTax does not print and mail it for you. 

Yes.  TurboTax does not mail it for you.   If you choose to file by mail, you have to print, sign and mail it yourself

https://ttlc.intuit.com/community/printing/help/how-do-i-print-and-mail-my-return-in-turbotax-online/00/26258

TurboTax will not know anything about your mailed return, and will continue to show “Ready to Mail” on your account.  TurboTax will not know that you put your tax return in an envelope and took it to a mailbox.  TurboTax does not get updates on mailed  (or e-filed) returns.

Wait about 4 weeks from when you mail a return and then you can check the status on the IRS site. https://www.irs.gov/refunds

State returns have to be mailed to the state.

https://ttlc.intuit.com/questions/1899433-how-do-i-track-my-state-refund

If you mail a tax return (or a payment) to the IRS, it is a good idea to use a mailing service that will track it like UPS or certified mail so you will know it was received.

To change to e-filing:

https://ttlc.intuit.com/questions/3399683-how-do-i-change-from-mail-to-e-file-in-turbotax-online?jump_to=answer_5561257