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So, I deleted the NJ form and went straight to MA. Immediately it says:

 

"Before we get too far into your return, there's something we wanted to point out. Based on what we know from your federal return, in addition to making money in Massachusetts, you also made money in New Jersey and California. This money gets taxed twice, by both Massachusetts and each of the other states where earned. But don't worry if you see double-taxed income as you go through your Massachusetts return. Later on we'll help you get a credit that offsets paying double taxes."