Your Status at Last Entry is the visa category you held when you last entered the U.S. and were admitted by U.S. Customs and Border Protection (CBP). The visa category describes the basis that you were admitted into the United States. You can look at your visa (probably inside your passport) to find the appropriate category.
If you entered the U.S. without inspection (without papers), you did not enter with legal status. Therefore, your status is "No Status."
In the first example below, the immigration status is listed as "IR1" underneath IV Category.
In the second example, the immigration status is listed as "B1/B2" underneath Visa Type/Class.
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