Most of the time if you do not have the info then you can skip past that section ... what do you not have ?
Health insurance I'm under my father's health insurance but there's no option or indication to anything like that.
If your dad has insurance thru his job you have nothing to report on the federal return (watch your state interview if something is needed there) ... but if he gets it thru the Marketplace and you are listed on a form 1095-A ...
There is no penalty for not having health care insurance for tax year 2019 and beyond. If health insurance was provided from the Marketplace, state or healthcare.gov then a Form 1095-A would be received. The 1095-A is required to be entered so that the Form 8962 Premium Tax Credit can be generated.
The Form 1095-A is entered in the Medical section under Deductions and Credits.
On Affordable Care Act (Form 1095-A), click the start button