Been a customer for many years. Just filed 2017 taxes and paid for direct deposit. Yesterday I received a check from the state of CO. Will I reimbursed for the fee paid?

There's no fee to get direct deposit.  The fees are to prepare the returns whether you efile or print and mail or whether you get a check or direct deposit.  If the state adjusted or return or couldn't deposit it or the bank rejected it then they mail you a check.  Maybe your bank info was wrong.