I received a letter from the IRS stating I didn't file my 2017 state tax return. How do I do That?

The IRS is Federal; they do not care about state returns. Is the letter from a state tax agency?

Yes, from the State of California

Not from IRS but from the FTB

Did you start a 2017 CA return in TT?

Yes

https://ttlc.intuit.com/questions/4512854-i-want-to-finish-my-2017-taxes