I will work over mathbbC. Although I have not checked, the example below should work for characteristic different from 3.
To exhibit a degree d projective surface SsubsetmathbbP3 not containing any line you can consider surfaces of the form td=f(x,y,z) where f is homogeneous polynomial of degree d.
Let CsubsetmathbbP2 be the curve determined by the polynomial f and pi:StomathbbP2 be the linear projection from the point p=[0:0:0:1]. If ell is a line contained in S then pi(ell) is a line tangent to C at a total inflection point q, i.e. the contact between C and the line pi(ell) at q is of order d. For details see Section 6 of Counting lines on surfaces by Boissière and Sarti.
This reduces the problem of finding a surface without lines to the one of finding an
algebraic curve without total inflection points. For quartic curves we have not to look much, as Klein determined all the inflections of his famous quartic
x3y+y3z+z3x=0.
All its 24 inflection points are simple, see for instance Jeremy Gray's paper in
The Eightfold Way: The Beauty of Klein's Quartic Curve. Thus the surface
t4−x3y−y3z−z3x=0
has no invariant lines.
It should be possible to pursue this argument further to determine the sought examples.
Edit: The quartic surface above ( as any quartic of the form t4−f(x,y,z)=0 ) has many conics, as the pre-image of a bitangent line (there are 28) is the union of two conics. On the other hand, the surface
t5−x4y−y4z−z4x=0
seems to be a good candidate for a quintic without lines nor conics.
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