I received a letter from Oklahoma Tax Commission to send in w2. Is this a bad thing or just a verification letter

If you received a notice from a taxing authority the first step you should do is go on the state taxing authority's website and confirm that the address and phone numbers match your notice. If you cannot match this information that does not mean the notice is false.  however, find a contact number from their website and then verify that they sent you the letter. This is because unfortunately in this day and age many people are scam artists looking for information. Once you have verified the information you should then respond to the notice by the time listed.  Many times the taxing boards are trying to tie out figures.