Edit: Please also see the comments below. @NateEldredge has added some important information that has to be examined. Is the scholarship an actual scholarship or is part of it an assistantship/fellowship (common with graduate students, teaching assistants, et al.)? If the latter is true, the portion of the remuneration that is not spent on what the IRS determines as "qualified education expenses" will be employment income and thus, subject to taxation. I appreciate that Nate pointed this out.
Remember that you always have a filing requirement in the United States on the basis of U.S. citizenship in calendar years where income is greater than your standard deduction and personal exemption. That being said, there should be no tax liability provided the proceeds of your scholarship(s) were used for education purposes (such as tuition, books and materials, institutional fees, cost of living, et al.). Nevertheless, if you have any income, from any source whatsoever, you must file your tax return with the IRS.
If you have no income (part-time employment, investment income, side jobs or otherwise), it is still beneficial to file your tax return with the IRS, and most online tax programs (TurboTax, H&R Block, TaxACT, etc.) will help with any applicable reporting of scholarships, in addition to the potential credits/deductions that are available for students, such as the tuition and fees deduction, Lifetime Learning credit, et al. Further, depending on your age and personal situation, you may be a dependent of your parent(s) if they are claiming you as one, so you would need to coordinate with your parent(s) as to how they are proceeding with their tax return. Don't miss out on those education credits and deductions if they are available to you or your parent(s)!
I do want to emphasize that my understanding of the Canadian tax code is limited, and while I believe you would not have any tax liability for scholarships used for education purposes (especially if those scholarships are U.S.-sourced and you are not a Canadian resident), I recommend double checking with the Canada Revenue Agency. You'll want to know if your scholarships are U.S-sourced or Canada-sourced, as well as your visa status in Canada (resident or non-resident/student visa).
Canada Revenue Agency (CRA) Topic: http://www.cra-arc.gc.ca/tx/ndvdls/tpcs/ncm-tx/rtrn/cmpltng/rprtng-ncm/lns101-170/130/schlrshp-eng.html
Best of luck in your education!