You report your income on a Michigan state income tax return.
You should give your Indiana employer a completed Form WH-47 so that your income is not taxed in Indiana and the employer only withholds Michigan state income taxes from your wages.
See this TurboTax support FAQ for reciprocal agreements between certain states - https://ttlc.intuit.com/turbotax-support/en-us/help-article/state-taxes/states-reciprocal-agreements...
