After you file

If you have no CA earned income to report on a CA return then even if you used a CA address you do not need to file a CA return.   If you filed a NM return then respond to the state of CA that you are active military and do not need to file a CA return and send a copy of the NM return showing you filed in that state ... a copy of your LES showing NM as your SLR would also be good.    You may get this fixed if you just call them using the number on the notice.