If I started an S-Corp this year that did not actually have any expenses or income, do I need to file a return for the business, and do I need a K1 to file personally?

The IRS requires S-corporations to file a return using form 1120S each year regardless if the S-Corporation has any activity. The K-1 that is generated from the S-corporation will be reported on your personal return. 

Click here to get the 1120S software: https://turbotax.intuit.com/small-business-taxes/