The IRS (Internal Revenue Service) only handles federal tax returns. It does not contact you concerning any type of state tax return or state tax refund.
The IRS does not call, send you an email concerning a federal tax return. They only contact a taxpayer by mail.
How did they reach out to you? Nobody would call you. They only mail letters. Federal IRS and state are separate. Did you get something from NJ state? If you got a letter what exactly does it say? There might be a code up in the right corner like CP01.