Veteran and full time student unemployed, but getting money from financial aid and GI bill, how come I can't file my taxes at the end? I have no job in 2020, so no W-2.

Payments you receive for education, training, or subsistence under any law administered by the VA are tax free. Don't include these payments as income on your federal tax return.

Please see this IRS link for more information.

So the real question is, should I still file for taxes even though I did not have a job(W-2)  throughout 2020? The only form I have is the 1098T from being a college student.

Based on the information provided, it does not look to me like you have any income you are required to report to the IRS. Therefore, you have no need to even file a tax return.

If you know different, and you are required to file at tax return, then you "MUST" start working through the W-2 section of the program and select the option for "I don't have any W-2's". Until you select that option, the program will flat out not let you file without a W-2 entered.