Do I have to file a non-resident tax return if I'm an out-of-state college student and don't receive an income on that state?

No, you will not need to file a nonresident state income tax return related to getting school financial aid from the school you attend outside your home state if you have no other income sourced to that nonresident state.

I never said anything about financial aid or school. only stated w2 has income from another state that collects taxes. The state I live in doesn't  collect state taxes