1099 NEC

Yes, you earned the money in New Jersey so you need to file a non-resident New Jersey return in addition to your New your resident return.  The income you earned in New Jersey is taxable by NJ.  As a New York resident all of your income is taxable by NY, regardless of where you earned it.  You will receive a credit on your New York return for taxes paid to other states, so your income won't be subject to double taxation.  The credit may not be as much as the tax you actually pay to New Jersey, and it won't be more than the tax paid.  When preparing your state tax returns, prepare your non-resident New Jersey return first to help ensure your tax credit is properly included on your New York return.