This is not uncommon. The IRS and your state have separate refunding procedures and schedules, which just means your refunds are processed separately for federal and state. Some may get their federal refund before getting the state one, and vice versa.
Processing times vary from state to state but you can use your State Department of Revenue's website to check status of state tax refund. Choose your state below and it will give you steps to track the status.
NOTE: If you are not able to track it in their system; until they actually start reviewing and processing your return, their systems will have no record of it.
How do I track my state refund?
