Federal and state tax refunds are sent separately by the IRS and the state taxing authority. Most filers this year are getting their state refunds long before they get their federal refunds. Which one did you get?
If you didn't get your federal refund, are you tracking the processing of your return using the IRS tracking web site?
https://www.irs.gov/refunds
Make sure you use your federal refund only when logging in to the site.