You can find this information by going to Reports - All Customers (here), and then configure your columns so that they also display the "Most Recent Registration". This column will display the name of the last event/session each customer registered for, so if this field appears blank for a customer, this means they have not yet registered for any events.
Alternatively, you could also choose to include the following columns instead:
# Events with Registered status
# Events with Attended status
# Events with Late Cancel status
# Events with No Show status
;and these will provide you with a slightly more in-depth look into the which customers may have registered in the past, but not attended (late cancelled/no showed).