If you have straight up Masshealth, you shouldn't need to file any health form.
You should receive a 1095-B from Masshealth, but usually just shows MEC for months you had it.
Now, if you have HealthConnector coverage, you need the 1095-A and should have received it last week.
1095As and 1095Bs are mailed to you in a blue(ish) envelope.
Hope that helps...