I filed my w-2's for both the state and the Federal Government. Was told that my state was accepted, however that my Federal WAS NOT filed. Did I make a mistake?

That is not possible, since a state return cannot even be e-filed unless the federal return has first been e-filed and accepted.

Check your e-file status again:

When you e-file your federal return you will receive two emails from TurboTax.  The first one will say that your return was submitted.  The second email will tell you if your federal return was accepted or rejected.  If you e-filed a state return, there will be a third email to tell you if the state accepted or rejected your state return.

First, check your e-file status to see if your return was accepted:

https://turbotax.intuit.com/tax-tools/efile-status-lookup/

If the IRS accepted it, what does it say here? 

https://www.irs.gov/refunds           Or does your account say “Ready to Mail?”

Note: If it says “Ready to Mail” or “Printed” that means YOU have to mail it yourself.  TurboTax does not mail your tax return for you.