You don't have to actually "take on debt" to establish a good credit score, though. If you use a credit card whenever you'd otherwise use cash you have on hand, and instead use that cash to pay off the card's statement balance every month (essentially just paying your month's expenses all at once instead of on demand for each expense), you're never truly in debt (read: you're charged no interest), but a credit score is established and continuously improved, via both the consistent payments, and the aging of that line of credit.