To check on the status of a refund, you can either call the IRS (we know, it's annoying) or you can check online. The phone number for the IRS is 1-800-829-1040, although we recommend you check your refund status online before you call the IRS (calling takes forever and you may not get through to someone).
In general, it usually takes 2-4 weeks for a refund to arrive. There can be delays for a number of reasons, both due to internal IRS processing or due to your unique tax situation. If you have any outstanding tax bills (such as tax owed from a previous year), the IRS will withhold your refund to cover those payments owed. Generally there is no reason to worry about a delayed refund, it will process in due time, but you can always give them a call if things are taking a particularly long time.
Most states have the option to track your refund online as well — the easiest way your state is to do a quick Google search such as “refund status New Jersey.” Here are some links we end up using a lot: