I don't get why
IMPLICIT REAL*8(A-Z)
DIMENSION A(20)
compiles fine, and
REAL*8, DIMENSION A(20)
results in error
Missing dimension specification at ...
Those are two different meanings of dimension. The first is a dimension statement and the second you mean to specify the dimension attribute in a declaration.
In a declaration where attributes are specified it is necessary to have :::
REAL*8, DIMENSION(20) :: A
Note also that the array specification comes attached to the dimension, not to the variable name.
Use of :: is merely optional in a dimension statement (except in Fortran 77 where it wasn't allowed).
However, it is simply allowed to write
real*8 A(20)
as the dimension attribute is also specified by giving the array specification.
It's possibly also worth noting that, as the declaration line in the question is incorrect, that in fixed-form source the mistake is different.
In fixed-form source, spaces are not of note (beyond the column layout), so
real*8, dimension a(20)
is the statement
real*8 dimensiona(20)
with an extraneous comma.