I am a member of a three-person LLC company. We have only been registered for about four months. Do I need to file tax returns for the LLC if there was absolutely no income, only expenses?
Any recognized entity (LLC) has to file a tax return. There is no special rule exempting this if there is no revenue (or income as you say). Even in years where you lose money (negative income) you must file.
This varies a little by state, but you have to know if they are treating your LLC as a corporation or partnership (probably not as a sole proprietor). The loss you have may be useful to each of you.