You said you use your debit card for everything. Have you ever had a credit card? Do you have any credit cards now?

If you don't have any credit cards, I would look for a credit card you would keep for a long time to help your credit score, that you would never cancel. This means either a no-fee card or one you are willing to pay the annual fee on every year. For me, I have a free Hilton Honors Amex from 2002 and a Citi Hilton Honors Visa from 2003 that I keep long term and won't cancel. I wish I still had the Navy Federal Visa I got in 1993, it would make for a more impressive credit history. The cards that give airline miles all have annual fees, though most are waived for the first year. I cancel my airline cards when the annual fee is due. Some hotel cards will give you a free night every year to offset the annual fee, like the Chase Hyatt, Marriott, and Priority Club Visa. The SPG Amex is a good all-purpose card, relatively low annual fee of $65, and you can transfer 20,000 SPG points into 25,000 AA or Delta miles. Once you have a card that is your keeper, then apply for miles cards.

Visit some of these point collecting blogs:

frugaltravelguy
thepointsguy
View From the Wing
Million Mile Secrets