It is likely that your social security check is not allowed to be forwarded to your new address and has to be returned to the SSA office.
To change your mailing address with the SSA, the best way is to walk into a local social security office to meet with a representative face to face. Of course, you also can change address by on line or phone call. The below contact information and website link are for your further reference.
There is no need to worry about the money you did not receive. Somehow, if you did not receive, the SSA will give you that money again any way some how. You may want to visit the SSA office as soon as possible in order to timely receive the future checks, too.
When you are there, you may want to sign up for electronic deposits by using your bank account.
Please feel free to follow up.
Fiona Chen, MPA, Ph.D., CPA, ABV, CFF, CITP
How can I change my address?
If you get Social Security benefits or are enrolled in Medicare, you can change your address online by using a my Social Security account. Go to:
my Social Security - Sign in or Create an Account
If you get Supplemental Security Income (SSI), do not have a U.S. mailing address, or are unable to change your address online, you can: