Do I need to address the fact that I had Medicaid health coverage for 3 months while on unemployment?

No.  If you had MEDICAID and NOT insurance through Healthcare.gov, there is nothing to enter on your federal return.  If you live in a state such as MA that requires health insurance, you may need to answer this question in the state interview section.

If you had insurance through Healthcare.gov, then yes, you will need to enter your 1095-A on your return, even if it is just for 3 months.  

Where do I enter my 1095-A?