The penalty for not having health insurane has been eliminated starting with tax year 2019.
However, if you received Form 1095-A, you must enter your health insurance information. You might be eligible for the Premium Tax Credit or you may have to pay back the excess credit you received during the year.
To enter your info, open or continue your return, then search for health insurance and select the Jump to link in the search results. Follow the screens to enter your info.