If you made income in PA, you probably will need to file a tax return in both states, yes. Because you are a resident of NY, NY taxes all of your income regardless of where you earned it. PA will tax you for any income you earn in PA even though you don't live there. For this double-taxed income, NY will give you a credit for the taxes you pay to PA on the income you earn there.
If your income is particularly low, it is possible you might not have to file one of the state returns. But the general rule is that you are taxed in both states on your income, so you probably will be required to file in both states.
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