Preliminary note: I am an attorney, but the information I'm sharing with you is not legal advice and you should not construe it as such. I am merely providing a summary of general information on a broad topic of the law. That said, there's no guarantee this information is (or will remain) 100% accurate, complete, or applicable to you because of a myriad of factors I won't go into. The law is an ever-changing thing, where you live may have different copyright laws, and what's more, your circumstances may not exactly fit the facts I've assumed.
Copyright Law Protects You
Picture if you will a clown at a child's birthday party. A perennial favorite trick is the one where the clown yanks a tablecloth from a folding table without disturbing the place settings or fragile centerpiece. Now, I know I'm going out on a limb here, but here goes: copyrights are not tablecloths. Clowns can't just yank them out from under you willy-nilly.
Copyright law exists to protect you. With all the hard work you put into your writing, the last thing you'd want is to have someone snatch it out from under you and call it their own. Worse -- for your work to be a success and have some undeserving clown prosper from it while you get nothing. Doesn't that just make your blood boil?
Thankfully, that is the type of injustice copyright law is designed to prevent. And it's even easier than you may think to establish your rights to a work.
Establishing Copyrights To Your Work
Keep in mind that authorship is not the same as copyright. Authorship means you created the work (in technical parlance, the "creative expression"). Without getting too deep into details, copyright generally means the authority to distribute and make copies of the work. Authorship and copyright are separable from the other, and often happens.
Generally speaking, you hold the copyright to any original work you produce the moment you reduce it to a tangible form. You can't copyright an idea still in your head, but if you express that idea in the form of, say, your novel, and put it down in paper, then the novel is subject to copyright. If you have a work in progress, then, again, under most circumstances you still hold the copyright to the work, despite it being incomplete.
Regardless of whether your work is complete or not, it is a good practice to prominently display a copyright notice on your work. Write or type the word copyright, followed by the year you completed the work (or the current year if incomplete), then your name. Registering your copyright (such as with the United States Copyright Office) is a good idea also, but in general it is not necessary to establish your copyright to the work. However, in order to assert a lawsuit for infringement of copyright, generally you must first register your work.
Sleep Easy, Neurotic Writer
Rest assured that the novel you've toiled over for so long is safe. There's no need to mail reams of paper to yourself in the hopes that you'll be protected if ever anyone steals your work. You'll save a few bucks that way, and your mailman no doubt will appreciate your lightening his load some.
And as an aside: I've got nothing against clowns. In fact, I like clowns. Just not the ones that infringe hardworking authors' copyrights.