Should i be concerned if my shot records say i've never had the varicella vaccine?

Maybe,maybe not: Your listed age (36) places you in a group where it was uncommon to give the varicella vaccine. Most would have had wild chickenpox in childhood, even if it was unrecognised. A simple blood test can verify presence of varicella antibody so you can know you are protected. Otherwise, you can get the vaccine. The illness can be much harsher in adults with many complications.

You have no immunity: If you have not had Chicken Pox as a child and no immunization for Varicella you have no immunity against Chicken Pox and are susceptible if exposed. To be sure you can get your titer checked and if negative it is never too late to get the Varicella Vaccine If the titers are positive that means either you had the disease in the past or had the vaccine Get the IGG Titers