Do I file taxes from years ago that I didn't file?

You are always allowed to file taxes, even years after the fact.

If you were required to file in a given year, you should file for that year. The statute of limitations does not start until after you have filed, so there is no time limit.

Generally, you will not get a federal refund if you file more than 3 years late (state deadlines may vary). If you are owed a refund for bad debt or worthless security deductions, you have seven years in which to claim it.

If you were not required to file for a given year and it is too late to get a refund for that year, there is probably little reason to file.