First “Official” Vehicle Purchase

To preface the question this wouldn’t be my first time buying a vehicle as I’ve purchased my first back when I was 15 or so by using the money i saved doing odd jobs and such and had my mother buy it in her name and she had me listed as a secondary driver once I was able to drive. Eventually once I got older she had transferred the title into my name and now I, on paper, officially own my truck that i’ve had for the last 4 years now; but now that I’m 19, I’ve been in the Military for about 1 year and some change and I’m looking into getting my first “big boy” purchase and getting a slightly newer vehicle since my old truck is starting to get high in miles (~205000) and to my knowledge I have no previous credit history on account of me not opening a credit card or anything of the sort. I was wondering, what are the finance options available to me loan wise? and if there even are any to begin with? and are there any ways for me to start building credit while I’m doing all of this? I appreciate any and all advice and help given!