I didn't sign up for my employer plan this summer because premiums were too high. When I file my taxes for 2018, will I have to pay a penalty for the months I didn't have coverage?

Individuals with no coverage | Individual Responsibility Requirement (Individual Mandate)

Yes, unless you qualify for an exemption. See this FAQ for a list of exemptions.

Individuals with no coverage
Individuals with coverage
Coverage for small employers
Post enrollment issues