Should I file my 2019 return if I did not file last year?

First, you should know that you now have until July 15 to file your 2019 return. No matter what else you do or don’t do, be sure to file your return on time.  You should do this even if you cannot pay the amount due.  By filing (and hopefully paying) by July 15, you will eliminate penalties for non-filing and late filing as well as other penalties.  Second, you definitely should file your 2018 return as soon as possible, but it does not have to be prior to filing the current, 2019, return.  The sooner you file the return the fewer penalties you will accrue.  If you do not know how much income you earned in 2018, I can get that information for you from the IRS and also file both of those returns for you.  If you file both of these returns and owe too much to pay immediately, I can also help you set up an Installment Agreement to pay the debt at a rate you can afford.  Remember that you cannot improve your situation unless you take action.