First, Pennsylvania and New Jersey have a reciprocal agreement. Unless the Pennsylvania job withheld Pennsylvania taxes, you don't need to file a Pennsylvania non-resident income tax return. Just file with New Jersey and report all of the income as if it were earned in New Jersey.
If you are filing the Pennsylvania non-resident return only to get a refund of Pennsylvania tax, you will file the return with zero income, just the withholding. If this is the case, file a paper non-resident return with PA. Show no income at all, just the withholding and attach your W-2. Include a brief statement explaining you were a full-year New Jersey resident who had PA tax withheld in error.
Here is some more information: Which states have reciprocal agreements?
