How do I file Taxes?

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I just started working on my very first job a couple of months ago... Now I'm wondering how to file taxes. I never have seen one done. I don't have to do it yet but I thought it would be nice to know it beforehand so it wouldn't be as unfamiliar to me. Do I have to keep receipts? Every receipt? Or not at all? What do I keep track of? I am trying to communicate to those who live in US but if you got something relevant to tell me then please do so.