Does everywhere check credit?

My bf and I are looking to move out soon. Right now we’re with his parents, renting the room. We’ve been looking at places and applying to them (only a few have gotten back to me). He says that we should stay with his parents for a little while longer before we move out so that we can build credit because “everywhere checks credit” (which we don’t have). I think that not everywhere will ask for credit score but maybe I’m wrong? I tried applying online for a credit card with my bank and I was denied. They said they’d send me an explanation letter in a week of why I was denied. I don’t 100% feel comfortable with his parents, it does not feel like home… because it’s not. And the longer I’m here the longer I feel like I’m intruding. They don’t treat me bad or anything, I just want my own space.