If you work in Pennsylvania and are a resident of Indiana, Maryland, New Jersey, Ohio, Virginia, or West Virginia you do not have to pay Pennsylvania income taxes on your wages. You would submit exemption Form REV-420 to your employer.

If your employer erroneously withheld any taxes, you would need to file a PA tax return to recoup those.  If you did not have any PA taxes withheld or any other PA sourced income, you do not need to file a PA return.  You may have indicated that you worked or earned income in PA, so TurboTax generated the return.   However, you can preview your PA tax summary and if you have no PA income or tax withheld, you can delete your state return.   How do I delete my state return in TurboTax Online?  

You may preview a tax summary of your state taxes using the following Turbo Tax FAQ but for the last bullet instead of selecting Preview my 1040, underneath select XX Tax Summary for your state:   https://ttlc.intuit.com/replies/3302322