You probably didn't enter the command correctly. With using the command mentioned by OmegaStarScream, you should get either True or False. True means that the address is yours and False means that it's not yours.
To check if an address belongs to your wallet, you can go to "Addresses" tab and see if the address is there. (If you don't see "Addresses" tab, click on "View" at top of the window and select and "Show addresses".)