It's my first time and the guy on the phone told me there would be an option to say that it was my first time filing.
If you're a first-time filer over the age of 16, entering "0" as your AGI can work. If under 16, you won't be able to e-file.
You will most likely need to file by mail. See TurboTax FAQ for other options. How do I find last year's AGI?