Whatever you do, do NOT go for loans that will send you into credit hell such as title loans or payday loans. They are designed to keep you paying interest forever. They are just bad deals.
Once you have built a good credit score and if you become documented, you can transfer your credit from your ITIN to a social security number. Even if you never do that, you can still have good credit and live well.
If you have already established credit in your country of origin, you may already have a credit history that you can transfer to the United States through a company called Nova Credit. Nova operates in several countries including Mexico. Its worth your while to see if Nova has a credit file on you. If so, you can transfer it to the United States.