In addition to the answer provided by Aether, the rules clearly state that a player must keep a minimum of two destination cards at the beginning of the game, out of the four that they are dealt.
Before taking their first turn, players must choose which Destination Tickets they will keep from among those they were initially dealt. Each player must keep a minimum of two tickets although they may keep more.
The number of destination cards dealt is stated earlier:
... shuffle the long routes, and randomly deal one to each player. Put any remaining long routes back in the game box without letting anyone see them.
Now shuffle the regular Destination Tickets - all short routes with a plain background -, deal three to each player, and place the remainder in a draw pile face down, next to the board.
By now each player should have 4 cards. Since destination cards cannot be discarded, it is not possible for anyone to remain without them at any point in the game.