possible they had a typo on your address, or sent to your old address. i have this bad experience. after changed three addresses, they still sent to first address;
2. go to local office to confirm your notice or ask them give you some note. and then go to the FP. I think they need the notice for two purposes, one is confirmation, other is to stamp on it and give it back to you as receipt. actually all your info has been already in their database. They can retrieve your info by other way instead of your notice number. They shouldn't have any problem to do FP for you but they need to validate you are the right person. Bring all the receipt of i485, ead, etc. possible works. i had even brought a very unclear copy of FP notice and the director of FP service center finally admitted it.