There are a couple places where you can review your tax return.
Does one or more W-2's include state or local taxes withheld for another state? State taxes are withheld on lines 15 through 17 of the W-2. Local taxes are withheld on lines 18 through 20 of the W-2.
If a W-2 or other document reports another state's income taxes withheld, the software is asking you to resolve that tax.
In My Info down the left side of the screen, did you select Yes at the question I lived in another state in 2023?
If you said Yes, the software is wanting you to resolve that second state tax return.