I receive a monthly pension direct deposited to my checking account is this income.

[DoninGA]

Yes the pension is taxable income and is to be reported on a tax return.  You received a Form 1099-R in January 2019 for this income.

To enter a form 1099-R -

• Click on Federal Taxes (Personal using Home and Business)
• Click on Wages and Income (Personal Income using Home and Business)
• Click on I'll choose what I work on (if shown)
• Scroll down to Retirement Plans and Social Security
• On IRA, 401(k), Pension Plan Withdrawals (1099-R), click the start or update button

Or enter 1099-r in the Search box located in the upper right of the program screen.  Click on Jump to 1099-R