Hello,
You need to find out what years you need to file for. You say you have been in Canada 8 months, this means previously you were not in Canada.
Did you just come to Canada yourself on PR? Are you a Canadian citizen?
It sounds like you were told, "You have only been in Canada 8 months your whole life and have not worked so there is no tax history"
Or do they mean "You have only been back in the country for 8 months and have not worked since leaving last time so there is no new tax history"
There is a big difference.
Let's go on the assumption you are a Canadian citizen who lived abroad for several years.
So for the years you were outside of Canada, for example, you would not file because you would be officially in 'non-resident status'. (However, if you receive an income in Canada and T4's are issued then you must file for those years)
When you leave Canada you are supposed to inform the banks and CRA that you will be gone and will be 'non-resident' but no one does that, it's okay.
Let's assume you simply were not in Canada and had no income here - the years you were gone you do not file.
So, the LAST year you WERE in Canada and the last fiscal year you received T4's, you must file for this year if you haven't done so already. Maybe you left Canada before tax season or something.
The CRA will be able to tell you if you have filed taxes properly for all fiscal years when you received income in Canada and T4's were issued.
(Subsequent years when you were a non-resident and did not have a Canadian income will not be relevant.)
So to put it into perspective, here is my experience.
I sponsored my wife summer 2014.
1) I called CRA and told them I wanted an Option-C.
2) They investigated my 'file' (my SIN) and informed me I had not filed for 2007, which was the last year I received Canadian income. (I was living and working overseas from April 2008 - 2014 so I just missed the 2007 fiscal tax season hence I did not file that year).
3) They re-issued all required documentation (T4's) for me to be able to file for 2007 and mailed it to me in my country of residence.
4) I downloaded the required forms T1 from the CRA website (they'll tell you which ones) and completed my 2007 tax return and post mailed it to my CRA rep.
5) They confirmed everything was okay and mailed me the Option C to my country of residence.
6) I applied outland with the Option C July 2014.
7) September 2014 I was approved as a sponsor.
So this is the timeline and events for my personal Option C experience only. Many people here have sent explanatory letters etc. because Option C is often a very tedious and pain-in-the-ass process and it sounds like the CIC is not sticky about the Option C, so if you really cannot do it, you can try sending a letter of explanation and say, "Sorry, I tried but I couldn't get one." That is your choice and it seems like it works fine for many people. However, other people would prefer to make sure they have the Option C and not take a chance, so I write this here for them.
Anyway, it is your choice. My honest advice, first do your best to get the Option C and if you cannot get one then send a letter explaining why, maybe the date you called and the name of the person you spoke to would help too.