I retired early at age 55. They are taking taxes out of my retirement pension monthly both state and federal. Can’t I claim it?

Claim what?  The tax withholding ?  Yes.  You will get a 1099R showing the gross amount and federal and state withholding.  Enter it exactly as shown.  You will get credit for the withholding just like when you were working and got a W2.

The easiest way to get to the 1099-R entry screen is to simply search for 1099-R (upper- or lower-case, with or without the dash) in your TurboTax program and then click the "Jump to" link in the search results.

Enter a 1099R under

Federal Taxes on the left side

Wages & Income at the top

Then scroll way down to Retirement Plans and Social Security,

Then IRA, 401(k), Pension Plans (1099R) - click Start or Revisit

If you are filing a Joint return be sure to pick which person it is for.

You will receive a Form 1099-R later in January for your retirement income.  The form will have the federal and state taxes withheld included.  The federal and state taxes withheld are entered on the tax return as tax payments (just like from a W-2)  You enter the 1099-R on your tax return as received.

To enter a form 1099-R -

Click on Federal Taxes (Personal using Home and Business)
Click on Wages and Income (Personal Income using Home and Business)
Click on I'll choose what I work on (if shown)
Scroll down to Retirement Plans and Social Security
On IRA, 401(k), Pension Plan Withdrawals (1099-R), click the start or update button

Or enter 1099-r in the Search box located in the upper right of the program screen. Click on Jump to 1099-R

Retirement income is taxable on your federal return, and depending on what state you are in, possibly on your state return.   What do you think you are supposed to claim?