I really agree with Jeannie "If something is there and needs to come to the surface, it will at the appropriate time."
As a therapist I work with 'past life regression'. It isn't something that everybody has to do, or wants to do. If there is healing that needs to take place, it will appear and guide you through the work. I would suggest that you not accept whatever others say, but trust only your own experience. No matter how good a psychic is, the work will still be coloured by his/her perception.
If, after reading this, you still have a yen to find out who you were, are, and will be in the future, then you can visit someone trained in working with past lives, or you can try this:
Find a comfortable spot where you will not be disturbed, and allow yourself to go into a quiet space within yourself. Check in to make sure that you are feeling safe, and then allow some thoughts to drift in. If something comes that holds lots of energy, think about how it affects you, and what your emotional body has to say about this, and then just let it go, and look up into the sky, and follow the brightest star. When you arrive there, you can either look down, or come back to your body, and, with eyes closed (unless you 'see' better with your eyes open) look down at your feet and see what you are wearing, and then get a feel for where you are. Become the 'observer' of the scene.
While I don't suggest you do this alone, if you really have a calling, then go ahead. I think we each have to trust our own instincts.
As for never having been born, my experience with these people is that they usually are surrounded by a blue energy and, when made aware of this, are able to feel it.