I never received my state income tax check

You will need to reach out to the particular state's tax department to obtain further information on your refund check if your filing was completed. 

Follow the instructions at the link here to obtain the contact information.

Was your state return Accepted?  When you efile you get back 2 emails.  The first email only confirms the transmission.  The second email says if the IRS (or state) Accepted or Rejected your efile.

Maybe you didn't finish filing it or it Rejected.  When you log into your account you should also see the status and if it was Accepted or Rejected, Started, Printed, Ready to Mail, etc.  what does it say?