Hello, I went through exactly the same thing you'll have to go through now.
The way it worked for me
1.) Got my SSN with zero history and zero credit
2.) I got denied on every credit card I applied for ( I tried about 30 cards )
3.) The way out was capital one at the time who was the only bank which offered me a low limit cc.
Anyhow the fastest way of doing it right is: Go to Bank of America and open a Bank Account. Than talk to them about a secured card (up to 10k). They'll hold your money for up to 2years. Credit will then build quick. It is easy to get credit up however once you mess up you have a lot of work to do.
BTW: Forget the American Express for right now. Think about it in approx. 2 years.
Intellectuals solve problems. Geniuses prevent them.
- Albert Einstein 1879-1955