How hard is it to get a loan?

I'm a 20 year old man. Just turned 20 a few days ago. I have no credit history and want to take a loan of $3000 out. I am wanting this loan so I can purchase a few things right now, such as furniture and some down payments, as I'm about to move out on my own. Also, I want to lay the foundation out so I can keep building my credit. There is no doubt in my mind that I can easily pay it all back. So my question is: what are my odds of actually getting this loan with no credit history?