It depends on what you mean. If you are trying to make a statement in the past tense (something that has already happened), then yes, it is grammatically correct. You start with the subject (the parcel), followed by the verb (arrived) and then the objects of the sentence (in this case, a time marker this morning). You would also need to capitalise the T in the and a full stop (also known as a period) at the end to make it completely grammatically correct.
If you are trying to ask for information in the form of a question, you would say:
- Did the package arrive this morning?
If you would like to review the different tenses, A Review of Active Tenses in English might be useful.