There is no requirement to have health insurance on a federal tax return. Your state may have this as a requirement but if you are a Native American you will need to check with your state tax department for verification.
The federal government does not require you to have health insurance. There are some states in which there is a requirement so you would have to check with the state that you live in if there is an exemption for Native Americans.
States that have mandates for health insurance
The only places with an individual mandate for health insurance are:
Qualifying plans, exemptions and penalty criteria differ by state, so it’s important to make sure you know the fine print of your state’s system.
Note that, while the original Affordable Care Act included a tax penalty ("individual shared responsibility penalty") if you did not have qualifying insurance (either from an employer or from a marketplace), that penalty was repealed in 2018. While technically the law still says "everyone must have insurance", there is no penalty for not having insurance.