Massachusetts has required most state residents to have health insurance since 2006. In fact, the Bay State served as the model for the Affordable Care Act's principle that everyone should have essential health care coverage.
To avoid a state tax penalty, adults 18 or older must have what the Massachusetts considers "minimum creditable coverage (MCC)" or prove eligibility for an exemption. The rule applies even if you are not required to pay state taxes.
For more information, see Do I Have to Get Health Insurance in Massachusetts?