Been there myself. It's very hard to borrow money when you've never borrowed money before.
I needed a personal loan a few years ago and had trouble getting it even though my credit score was extremely high. I had several items in my credit history, and everything always paid in full and on time. Yet someone with a lower credit score but more history would have gotten the loan with no trouble at all. I can understand why they do it that way but on the surface it does seem ridiculous.