State where I live

When putting my personal information I'm being asked in what state I live in. I'm currently not living in the U.S. so I selected "Foreign or U.S. Possession."

 

However, after completing my federal return I received this message from TT "We noticed that you didn't enter the state where you live at the beginning of your federal return. We recommend entering this information and completing your federal return before starting your state return. Finishing your federal return first helps ensure a complete and accurate tate return."

 

I can't select any U.S. state bc that is N/A to me. Should I leave it as it is and continue with the state return? Or what should I do? I want to make sure I am filing my return correctly.