How come I haven’t gotten my tax return from the federal, but I’ve gotten the one from the state already

The federal tax refund and the state tax refund are separate and have no linkage between when you receive either tax refund.

Only the IRS and your State control when and if a Federal or State tax refund is Approved and Issued.

If accepted by the IRS use the federal tax refund website to check the refund status - https://www.irs.gov/refunds

After the tax return has been Accepted by the IRS (meaning only that they received the return) it will be in the Processing mode until the tax refund has been Approved and then an Issue Date will be available on the IRS website.
See this IRS website for federal tax refund FAQ's - https://www.irs.gov/refunds/tax-season-refund-frequently-asked-questions