“That will hurt you later when you apply for new credit (mortgage, car loan, etc.)”
Not really. The only thing that hurts you is being late or not paying. A zero score is just as good as an 800 score. It means you have stayed out of debt. But your credit score will still reflect power bills and such so a 0 score is unlikely. People with 0 scores are usually housewives with rich husbands.
Sorry, but having just gone through this with a young adult daughter -- no credit history (or minimal credit history) is hugely different than a established credit history.
You might get a loan, but it will be considered sub-prime and your interest rate will be as much as 6X what you will get with an established credit history.