Veterans benefits are not taxable and are not entered on a tax return. If your only other income is Social Security then you do not need to file a tax return. If you have any other income---from a job, retirement account, investment account, etc. you might need to file a tax return.
Who has to file?
http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3
You need to file a federal return if half your Social Security plus your other income is
Single or Head of Household $25,000
Married Filing Jointly $32,000
Married Filing Separately $0