It's not possible to efile a state return prior to efiling a Federal return. They have to be either efiled at the same time, or the Federal return has to be efiled first.
If you started a state return you are sure you don't need it, here's how to delete it:
https://ttlc.intuit.com/community/using-turbotax/help/how-do-i-delete-my-state-return-in-turbotax-on...
NOTE: In my next comment below, I left you some info about the Hall Income Tax in Tennessee and who is subject to it.
