You should continue to file Married filing jointly on your Federal Return. If you lived in Texas for the month of January because there is not a state tax in Texas you do not need to worry about a state return for Texas. You moved to Pennsylvania and still reside. So for 2023 you will be a part year resident of Pa.
Part-year residents are subject to PA personal income tax on all income earned, received and realized from all sources when residents of PA. That means if you have paid training from New Hampshire you will include it on your Pa return. Usually you can take a credit from taxes paid to another state. New Hampshire does not have a state income tax.
