I'm about to turn 21 and have never had a job, basically due to my anxiety issues. I can't think of anyone to get a reference from either. Am I basically screwed? Should I volunteer first and then try to get a reference from someone I volunteered for?
another thing you can do is to get a job at a fast food place or retail store (you need the work experience. it will help tons with your anxiety and future jobs). if you have absolutely zero references you just have to find some. have you ever volunteered anywhere in high school or worked for a mom's friend or something? those would be great references. you can use teachers as references as a last resort as well.
Definitely do some volunteer work. I was in the same shoes as you not long ago. I was seeing employment agencies and they helped find me some local volunteer work, then 6 months later i got a job at my supermarket (which is a huge achievement to me considering it is very hard to get a job there unless your related to someone) and im still doing the volunteer work since i actually enjoy it.
Just BS it. Write what you think it should say on there. Hardworker. I pay attention to the details and makes sure things get done right. I get along well other people. I'm a quick learner and willing to do the dirty jobs if I have to. blah blah. I don't know if you are those things, but definitely can be if you want to If they ask about work experience, just say you've helped old people with your church group, or raked leaves for neighbors. Stuff they can't verify. ha ha. And then if you get the job, be sure to be what you said you were.
Unless you planning on volunteering for 2+ years to use as a valid reference before applying anywhere.... Just apply to all the big chains like Macy's, Sears, Target, Walmart, etc. They are almost always hiring, even if it's only seasonal, it's still a job. I'd avoid fast food unless it's corporate owned. Most Mcdonalds, Taco Bell, etc. Are owned by franchisees which work similarly to small businesses where the owner themselves select candidates or management works very closely with the owners so your resume is going to get more scrutinized.
Volunteering has worked for me, also online networking (such as joining official organizations). I do web designs, so I joined AIGA, which is a graphic artist organization. From there, I could get involved in volunteering activities. There is always the option of speaking to teachers, neighbors, and even friends of the family. It takes putting yourself out there on small intervals, and developing a full timeline.