I haven’t filed taxes in 3 years after having no job and moving abroad, what do I do?

Hi all, I'm in a particular situation and I have no idea how to start fixing it. I'm a US citizen living in Finland and i haven't filed taxes for about 3 years. I know for the first year I owe from my last job and the last two years I've been unemployed here in Finland because I'm still waiting on my residence permit to process so can't legally work. I do have an online side hustle but I haven't made much just enough to cover small bills. I'm considering just moving back to the US because it's taking so long but worried if I'll go to jail because I haven't filed so long? I also don't have my W2's to even file but I think I read somewhere you can find them on the IRS site? Any help would be appreciated as I'm pretty stressed out about it, thank you.