Do I need to report MassHealth premium assistance? We receive a monthly check from the state of MA to help offset private health insurance premiums. Never received a 1099 form.

Yes, this must be reported. If you didn't receive or lost your 1095-A, you can check the website of the Marketplace where you purchased your health insurance plan to see if your 1095-A PDF is available to download. 

I don't think it is 100% correct information. I receive a monthly check as well for my 2-year old daughter. I contacted HealthConnector and they said they don't have 1095-A for me because I am not covered by their insurance programs, only my daughter is registered.