State tax filing

If you became a PA resident on January 1st, and you neither lived in nor worked in NY in 2018, you should file a non-resident NY return, showing zero NY income, in order to have the withheld NY taxes refunded.  ALL your income would be taxable by PA.  You would file in PA as a full-year resident.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.