You do not get a W-2 for unemployment, you should get a 1099-G. If you are being asked for an EIN, it sounds like you are entering the 1099-G in the place for the W-2.
To enter your Unemployment Income you will click the following:
Federal
Income and Expenses
Show More next to Unemployment
Start Next to 1099-G Unemployment
Walk through the steps to enter your 1099-G from Unemployment
Don't forget to delete the W-2 entries.
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