Once I returned home from Vietnam, was I supposed to file for Veterans Benefits especially because of the Agent Orange exposure?
If you returned home and developed a disabling condition that you could attribute to any activity during your active service, you could file a claim for disability benefits. You can still do that, no problem. Agent orange has a specific set of disabling conditions (the presumptive list) and those that are recognized will make filing a claim simpler.
Beyond disability ratings benefits your biggest benefits are education, health care and home loans. You don't file for those in the way you file for disability benefits. The benefits are there to use so you simply go get an education or register for health care. If you haven't used any benefits, I suggest you go to your nearest VA health care facility and apply for care. Good luck.