I think the general rule of thumb is that if the HMRC want you to file a return, they will send you a packet. If you had PAYE taken out of your income and have no other income/investments, then the likelihood that you owe anything/are owed a refund are slim to none.
However, I believe that officially speaking, you are meant to file a return if you have any additional sources of income that do not get taxes withheld. So if you have any foreign income, any investment income that is not taxed (or possibly only taxed at the lower rate and should be at a higher rate), dividends etc then it is your responsibility to contact the HMRC and request the forms. You can do it online once you get set up with a user ID and password. It is really easy.