you can not e-file a state return if your federal has not filed either earlier or at the same time.
It is not possible to e-file a state return unless you have also filed a federal return that was accepted by the IRS. Did you prepare a federal return? Information flows from the federal return to the state return when you use TurboTax, so in order to prepare a state return you must prepare a federal return first. You cannot prepare a "stand alone" state return using this software. You may be able to get the state forms and prepare a state return on paper and mail it.
Why do you want/need to file a state return if your only income is SSI ?
What state are you in?
Why do you think you would get a refund from the state? Did you have any state tax withheld? Do you have any income from working?
Are you on SSI (Supplemental Security Income) or are you getting Social Security retirement benefits or Social Security disability benefits? SSI and Social Security benefits are not the same thing, but they both come from the Social Security Administration.