US citizens are taxed on worldwide income. A single person over the age of 65 is required to file a return if income is over $11,200 for tax year 2012. Gross income for filing purposes generally does not include gross social security. Your only taxable income for 2012 would be the pension of $2,826 which is less than the filing requirement of $11,200. You owe no tax and are not required to file a Form 1040 or Form 1040NR.
You may file a return to apply for a refund of any US income taxes withheld from your pension or social security. Any US taxes withheld would be refunded if you filed a return.
There may be other returns you are required to file as a US citizen, namely the Form TD F 90-22.1 - Report of Foreign Bank and Financial Accounts. This form is required to be filed if you maintain foreign bank accounts which at any time had a value greater than $10,000 during the calender year. This return is filed on it's own and is due June 15 of each year.