Do i have to file a Massachusetts return if i lived there for 2 days in 2020? Sold my primary residence on the 3rd of Jan. No income in Ma. What forms do i need to file?

It depends. MA requires a part-year resident to file a return if MA gross income exceeds $8000.  You mention you sold your MA primary residence on 3 Jan.  Was there a gain on the sale?  Was the gain excluded using the primary residence exclusion (lived in home for 2 of last 5 years prior to the sale)?  If there was a gain over $8000 that was not excluded then you will file a part-year resident return to report that income.  

If there was not a gain over $8000 and you had no other income while in MA or from MA sources while a non-resident then there is no filing required for MA.