OK, from your description you probably owe zero U.S. income tax so far. The penalty for non-filing if you genuinely owe zero is zero -- there is no penalty. That said, it might be in your interest to file because you just might be entitled to free money from the IRS. Check the rules carefully for the American Opportunity Tax Credit in particular and starting with tax year 2011. If you qualify, get your 2011 tax return in the IRS's hands by April 15, 2015, to claim that free money.
Otherwise, you've got more time. You can start with tax year 2014, due at the IRS by June 15, 2015. That's another "interesting" year because your income is going up, so that'd be the next year to focus on.
As a separate matter, your joint account has triggered FinCEN Form 114 filing requirements, so you should have filed that form at least for 2012 and 2013. The 2014 report isn't due until June 30, 2015, so you're not late for 2014 yet. There is again good news: we have heard zero reports of penalties for late filing this report if you have a reasonable explanation ("I didn't know" is popular) and if your filing is unprompted and voluntary, meaning you haven't heard from the U.S. government on this matter first. So I'd recommend getting those reports filed, including your late reports, to get that issue behind you.
You have the option of participating in the IRS's Streamlined Compliance Program if you wish. That program is a plea for better treatment than the normal penalties. It's not a bad idea and you might wish to choose that option, but from your description it seems like the normal outcome is zero penalties anyway -- and maybe, just maybe even depriving yourself of free money because you didn't file. (There was $400 of free money for tax years 2009 and 2010 for practically everybody who worked, but you're too late to collect that. "Water under the bridge," lesson learned.)
Anyway, you're in good shape, really. Just take a little time -- the next week, say -- to do some reading on the American Opportunity Tax Credit and the Streamlined Program, then just tidy things up, especially your FinCEN Form 114s since those definitely need to be tidy.
I would also recommend you find out whether a parent claimed you as a dependent on their tax return and when. You'll need to know that when you file. I doubt they're able to do that now, but back a couple years ago, maybe.