Have not filed taxes in 5 years. Had a part time job or no job, part of this time. How do I start? Do I start with 2019, or 2015?

Start with 2015. If there's a refund on it, you won't get it. There's some discussion about whether or not 2016 is still open. You need to file your 2017 by July 15, 2020 in order to receive the refund. You start with the oldest one first in case there is something on it that needs to carry forward to the following year. You will have to file 2015 & 2016 on paper. You can download prior year forms and instructions on the IRS website. You may be able to file 2017 and forward from the appropriate software sites. If not, you'll have to have a tax preparer do it or file on paper. Right now, the processing of paper returns is delayed due to a shortage of staff at the IRS processing sites.

You either download the forms and prepare the returns yourself or you contact a return preparer like me. (Stay away from the big return prep chains. They charge way too much) There is a three year statute of limitations for claiming refunds. This year only the statute of limitations for 2016 should have expired April 15 but it has been moved to July so getting that return done is most important if you have a refund.

Start with the earliest makes most sense.

You start with a tax professional, but if you haven't had any income in the past years, you shouldn't be in any trouble.