Pay your bills on time, all of them, always
Get a credit card if you don't have one. Buy something with it every month and pay it off completely every month. This will help you to build your credit. Most cards will raise your limit as you pay your bills on time and do a good job, and that raises your credit every time. As your credit rises, you can get another credit card, you'll get offers, wait for a good one. Always research online any company you are thinking about getting a credit card from, as some of them are shit.
The more accounts you have open, the better it reflects on your credit. That being said, though... you must absolutely not, under any circumstances, start thinking about that credit as free money. Use it in an emergency or in your monthly purchases that you pay off, only. Trust me when I say being buried in credit can happen, and it can happen quick, and it feels horrible.
Having a good credit score is a beneficial/helpful thing in life, sadly. The credit card companies are so predatory. But sometimes in life you need to get a loan, or buy something (replace a hot water heater than busted for example, or buy a new car/put a downpayment on one/whatever, or a pet or hell, yourself gets hurt or sick), and you don't have the money. Credit is very useful and helpful then. And in order to get decent rates on loans, and especially on a mortgage if you want to buy a house, you need very good credit. So it's a game I think you should play, it's worth doing, just don't fall into the trap of uncontrolled debt.