If you paid for insurance directly through any state health connector (for any month), I will need that Form 1095-A. It lists important information pertaining to your premiums and whether you received advance credit or are entitled to credit. This information needs to be entered into the tax return.
If you received free MA Health and were covered for the entire year, I won't need that letter, though include it if you have it.
Taxpayers who have employer-provided coverage will receive Form 1095-B or 1095-C (in addition to the 1099-HC for MA residents.) While these two 1095 forms are not vitally necessary for preparation if covered for the full year, it's advisable to be provided to me as well.