This is normal to receive one before the other. The Federal and State returns are processed separately. The Federal is processed by the IRS and the State is processed by your individual state.
Keep in mind that most dates are estimates and refunds can be delayed for many reasons. Each State refund times vary, you can check your state's tax website for the status.You will also find their contact information here, if you are concerned you can contact them directly.
Please click this link for status and contact information, then click on your state: How do I track my state refund?