Do I have to file taxes if I made less than $4,000?

That depends.....were you a W-2 employee or self-employed?   Are you single or filing a joint return with a spouse?  Was tax withheld from your pay----do you want a refund?

Who has to file?

http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3F

I was employee, single and yes federal and state taxes was withheld from my pay, I really dont look for a refund I just want to know if there is a legal problem. thank you for any advice

If you were single and earned less than $12,950 reported on a W-2 you are not required to file, but you will not get a refund of the amounts in box 2 or box 17 if you do not file.