I received W2 from the company in CA who agreed to pay around 2.6k (incl. tax) due to class action settlement. There's no 1099-MISC but just W2 with the payment check.
I wonder whether the state tax return filing is required for me in this case. (I just currently appended the W2 as a part of federal income tax form.)
CA is the state I never lived before including 2018 and I didn't work for the company before.
Maybe not for that amount. If state income taxes were withheld, you will want to file to potentially get some or all of that back. This link to the California Franchise Tax Board has the filing requirements for income derived from that state.