There are different demographics of people who fall into the category of not having a credit history. It could be because you are a student just out of high school and have never had a bank account. It could also be because you just moved to the United States of America and do not have any sort of financial footprint in this country just yet. In any case, you need to take steps to sort it out as soon as possible.
Remember, having no credit history is better than having a bad credit history. When you start out, you need to first open a bank account. Opening a bank account without a credit history is again a big issue. You need to have a letter from your employer or school, or you need to get introduced by someone who already has a bank account.
After opening a bank account, the next step you need to take is to get a credit card. In order to get a credit card, you need to have a social security number. You also need to have a bank account for at least six months in order to build trust with the bank. There are many credit cards that are available without a credit history, but you will find that your application might be rejected for no reason and this will again adversely affect your credit history.
Even getting a cell phone can be difficult if you do not have a credit history. You will need to pay a huge deposit to have one. This deposit can be as high as $500. Even renting an apartment can be difficult since the landlord is unable to refer to a credit history. In this case, you might have to end up moving into a shady part of town. Most tenants cannot get utilities in they do not have a credit history. This is another problem that you will have to overcome. Lastly, you cannot get a loan. Purchasing a car or getting into college can be difficult if you cannot make use of credit. You could overcome all these problems if you get someone to co-sign on your credit agreement. But again, getting someone to co-sign is difficult because that person needs to take responsibility for your loan. These are just some issues you may face, but there might be more if you just do not care about a credit history and do not take steps to build one as soon as possible.