My wife recieved pension pay each month of 2020, turned 59 1/2 in June of that year, do I answer yes to the 59 1/2 question and get dinged 10% for the entire year?

That may depend on the source of the pension.

Most corporate/company pensions would issue two 1099-R forms reporting the before and after age 59.5 separately, and one with a box 7 with a "2" in it and the other with a box 7 with a "7" in it.  Those two 1099-R forms would be entered separately, and the box 7 = 7 one you could validly say it was all after age 59.5.  The box 2 one would be handled separately, but no penalty would/should be assessed.

IF it is a Military 1099-R, then those would have a box 7=7 for the whole year....there was a bug (maybe not fixed) that asked the age 59.5 question for those too, even though it wasn't appropriate......if this is your situation, just say none was received before age 59.5...that gets around the problem....but a military Retirement should also be marked as being a non-qualified retirement plan.