If you mailed your early ballot, the County will try to notify you directly that your ballot was rejected for any reason. There are several reasons that a ballot might be rejected, including forgetting to sign the outside of the envelope before mailing or a signature on file that does not match the signature on the envelope.
You can verify online that your Arizona ballot was accepted and that your vote will count. I did that, and it was easy. While you can check on the State of Arizona website, it is easier on the Maricopa County Elections website, especially if you don't have your driver license number or voter ID number committed to memory. All you have to know on the county website is your name, date of birth and your Social Security number. You will be advised if your ballot was received and was accepted.
If your ballot was sent to you, but they have not yet received or processed it, it will indicate that the status is pending. If your early ballot was rejected, or your early ballot was spoiled or lost and you never replaced it, go to your polling place with appropriate ID and tell them. They will check to make sure that your vote was not counted and, assuming you have not already voted, you will be allowed to vote.