Was there anything on it saying what the penalty would be if you didn’t respond?
No mention of a penalty, although they do give the source citation for the law.
Per cited reference to US Code:
https://www.law.cornell.edu/uscode/text/13/221
“Was there anything on it saying what the penalty would be if you didn’t respond?”
Your answer is found at their website, found in post 3 above:
“Do I have to respond to the 2015 National Content Test?
Yes. Participation in the test is mandated by law (Title 13 of the U.S. Code). This same law also requires the Census Bureau to keep your answers confidential and allows them to be used only to produce statistical summary data. In other words, the Census Bureau does not publish data that would identify individuals.”
Research of Title 13 states you can be fined.
There’s also crap there that says the info gathered can only be used for statistical purposes, under penalty of law. Right. The lawless regime in DC really does not care about laws they have to comply with.