Form 8843 is not an income tax return. It is an informational statement required by the U.S. government for certain non-resident exempt individuals. Through Form 8843 the nonresidents report their days of presence in the US that should be excluded from the Substantial Presence Test.
If you filed only Form 8843 last year, you have not filed a tax return so please check 'No' to the question 'Have you filed a US federal tax return before?'