If your side business had no income in 2019 and also had no expenses in 2019, then you do not have to report it on your tax return. Just review the business and delete it from your tax return.
If you had expenses to claim, you can deduct them even if you had no income. TurboTax will allow it.
This reply was very helpful. I also started a business in 2019 but generated no income, I only have expenses. I'm not sure where I enter those expenses in Turbotax.
In general, any expenses you incur before you start making money for a business are under special start up costs and cannot be deducted until you do indeed show business income. See MichaelMc's answer at Started a business with no income yet.
If your business was not "open for business" on or before Dec 31 of the tax year, then you have nothing to report on your tax return. Any expenses incurred related to the business before it is officially "open for business" are start-up expenses.
Start-up expenses are claimed in the first year the business is "open for business" and it does not matter in what tax year those start-up expenses were incurred either. It is not uncommon for some business types to have 3 or more years of start up expenses before they are actually open for business.