I say, no I did not receiveSocial security benefits, if I receive SSI?

SSI is Supplemental Security Income and is not from the Social Security Administration.  If this is what you received and do not get a Form SSA-1099 each January for SS benefits then you should answer No.

Right.  ssi is not Social Security.   ssi stands for supplemental security income.  It is different than SS.  You don't get a SSA-1099 for ssi and you do not report ssi on your tax return.