No. You are not required to file.
But there is a case when you may want to file. If you cannot be claimed as a dependent on anybody else's return, and you are over age 23, at the end of the tax year, you may be able to claim an (up to) $1000 refundable education credit.
You should not need your financial aid info, unless you have taxable scholarships & grants (loans are neither). Taxable scholarships & grants are those used to pay "non-qualified" expenses (anything except tuition, academic fees and books). Room and board are "non-qualified" expenses.
