If we never had a Credit Card, how can we build credit to get approved for one?

I recently just got rejected.

I am wondering if anyone has experienced the same. Apparently, applying for it right away will give a strike to your record. But as we never really had any records, how would a Bank determine this?

If you bank with a credit union ask them if they can approve you for their own credit card.

You could also try secured credit cards which are like regular credit cards but you put in a security deposit that becomes your credit limit. You can try Capital One's secured card. For $49 you can get a $200 limit.

Check out capital one journey

I have 4 credit cards with 30 k limit between all of them, you just need to have a bank account, use your debit card often and always keep a good balance on it. And sooner or later you will be asked by a teller. I worked at B of a for a while !

Id go with a secured card from your bank for the best chance of being approved.
Some sort of income would surely approve you.
I currently have one from Wells Fargo and have slowly but surely been building my credit.
Also, download the Credit Karma app on your smartphone.

I applied for Discover with a few days after receiving my ssn. first cc

Yeah is because our socials are new, my wife was denied last year, and she went last week to change her student account to a regular account and the Banker told her she has an offer for a 500 deceit card.