If you recently efiled the Federal return, the Fed efile must be accepted before you can efile the state.
Or it could be that some of your state forms are not yet available for efiling.
You didn't say what state. Is it North Carolina by any chance? NC forms (including the main Form D-400) are not yet finalized and available for efiling. Projected availability date for efiling NC is 2/24/2022, according to the availability tables:
State Forms Availability Table:
https://ttlc.intuit.com/community/forms/help/state-forms-availability-table-for-turbotax-individual-...
As you experienced, folks can efile the Federal return first and then come back later and efile the state return when their state forms are available. To do that, they would temporarily change the filing method to "mail" and say they'll file it later, then they can come back later and switch it back to efile.
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