If you received unemployment, numbers will be available to input, otherwise, leave them blank.
if you received no unemployment pay, which is sounds like is the case since there are no numbers entered on the form, then technically, the answer to 1095-A is No, in my opinion.
If there is no information in Part III of your Form 1095-A or it is all 0s, I would try logging on to Healthcare.gov or your state's marketplace insurance website to see if there are any other versions of the form or a corrected version.
If this is the only form there is, you can try answering No to the question Did you receive Form 1095-A for your health insurance plan? and submitting your return.
However, if you answer no, the IRS records may indicate that you did receive one and your electronically filed return will be rejected with error code F8962-070. In that case, you may answer Yes to that question and enter the marketplace identifier and policy number as it appears on your form. Then, for January you can enter 1 as the Monthly enrollment premium. Keep the monthly SLCP and monthly advanced premium tax credit at 0. Once you do that, you can electronically file the return again.
Entering $1 for the monthly enrollment premium will not impact your tax return but should allow you to get past the IRS automatically rejecting your return.