could there possibly be a mistake on your state return. check it carefully.
assuming your return is correct then
if you don't do anything your refund will be lost. if they won't answer over the phone ask coming to one of their offices and ask what you'll need to bring to prove your identity
if you are a victim of identity theft, you will also have tax issues in future years. not only for state but probably federal also.
you could also hire a professional to represent you and look over notice and return.
