State tax filing

Yes, you do have to file a return in Georgia.  All income is taxable to your resident state!

"Full-year residents are taxed on all income, except tax exempt
income, regardless of the source or where derived. You are
required to file a Georgia income tax return if:
  • You are required to file a Federal income tax return;
  • You have income subject to Georgia income tax
  • that is not subject to Federal income tax;
  • Your income exceeds the standard deduction and personal exemptions as indicated below"

https://dor.georgia.gov/sites/dor.georgia.gov/files/related_files/document/TSD/Form/2016_IT-511_Book...

You will file a nonresident return for the state you work in.  Prepare your nonresident return first, then your Georgia return.  You will be able to claim a credit for taxes paid to another state.

Please look at the following information:  

https://ttlc.intuit.com/replies/3300295