If I live in Pa but work in NJ when it ask me if i made money in another state other than Pa what should I do?

IF no NJ income/taxes were reported on that W-2 in boxes 15-to-17, you would not indicate NJ as another state you worked in.

As long as you filed the proper forms with that employer, there should only be PA in box 15.

Because of the reciprocal tax agreement, PA folks working a W-2 job in NJ, are only to be taxed by PA...and the other way around for NJ folks working a W-2 job in PA.

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IF NJ taxes were  withheld, then you would have to add NJ as another state, but during the non-resident interview, indicate zero income in NJ to get NJ withholding back.