I’m filing state income tax in MA, for the first time. Covered under parents Health Insurance NY. MA wants a MCC # or 1099 HC did not get one what do I do

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If you don't have a 1099-HC, it's your responsibility to determine whether your insurance meets Massachusetts MCC requirements. See here for more info:

https://www.mass.gov/info-details/health-care-reform-for-individuals

Complete the Massachusetts Health Insurance interview as follows:

Enter the insurance company name and parents' subscriber number, but leave the FID blank. When asked if you received a 1099-HC, answer "No". You may see an error during the state review, which you can ignore.