You certainly do have to include your income. Why did you not have tax withheld? Were you working as an independent contractor? Did you get paid in cash or get a 1099Misc instead of a W-2?
Every 2019 W-2 or 1099Misc. that you received must be reported on your 2019 tax return, even if they are for small amounts. Remember that each one of those W-2’s or 1099Misc has your Social Security number on it, and that income was reported to the IRS by the employer. You do not want to get in trouble with the IRS for under-reporting your income.
ALL of your W-2’s must be entered on the SAME tax return. After you enter the first one, you click Add Another W-2.
HOW/WHERE TO ENTER A 1099Misc