You should not be filling out a New Jersey withholding form. You do not have to pay NJ income tax, and your employer should not withhold any NJ tax from your pay. You live and work in California, so you file a California resident tax return, and pay California tax on your income. It doesn't matter where the company that you work for is located. What matters is where you work, and where you live.
A few states tax out-of-state remote workers, but New Jersey is not one of them.
However, if you sometimes go to the company offices in NJ, even if only for a short time, you have to pay NJ tax on the income that you earn for the time that you are in NJ. You would then have to file a NJ nonresident tax return in addition to your CA resident tax return. You would get a credit on your CA tax return for part or all of the tax that you pay to NJ.
Since you have to pay CA income tax, you should have CA tax withheld from your pay. If your employer will not withhold CA tax, you will have to make estimated tax payments to CA during the year so that you don't end up with a huge tax bill at the end of the year, plus penalties and interest for not having paid any tax during the year.
