I have unused RRSP Contribution for last year (Jan to Mar/15).I did not mention that that in my 2014 income tax return. How can I claim that amount now?

You need to request an adjustment for the 2014 tax return to include those rrsp contributions.  Any rrsps purchased in the first 60 days of a calendar year must be reported on the previous year's tax return.

So how would I request that adjustment?

http://www.cra-arc.gc.ca/E/pbg/tf/t1-adj/README.html

http://www.cra-arc.gc.ca/changereturn/