Issues if i don't file tax!

So, I have been in the country for a year and my only income is my employment salary. I know my employer should file taxes on my behalf but I mistakenly selected that I will file it for myself and they held me to it! The payroll accountant says it's okay if I don't file my taxes since I don't have any liability and actually should get a refund "which I don't care about"

But the process is complicated and I don't know what documents are required or any of that.

If I didn't manage to file it, what could that result in the future? Will I need this certificate for any other purposes later on? Just this one year of missing it? I don't want to regret it later but at the same time I'm so confused and overwhelmed!