My income from social security was 9,226.80 and my Wa. State Retirement was 3624.89...I assume I am not getting any refund because I did not pay any tax?

You wouldn't be eligible for a federal refund if you didn't hold federal income tax from your income. With the income you describe, your tax liability would be $0. You would not owe tax, so there'd be no reason for you to have taxes withheld. You wouldn't get any credits or incentives for filing. You would not need to file either.

If you live in Washington State, obviously there's no state benefit for filing.