Do you have the documents, or not?
No, no, i don't have'em
Am, this i think i know the answer but i've been living outside of the U.S for long time, what would need then?
Well, in those cases, you would need a current or previous passport, school or employment records and any other records that show your long term stay outside the U.S. That would help to show us that you don't have a SS number.