Form WH-4: Entitled to one exemption

I am just starting to work in Indiana and need to fill WH-4. 

 

The first question is 

1. You are entitled to one exemption. If you wish to claim the exemption, enter “1”

 

If I don't claim one exemption this year do I lose the exemption or can I claim that next year. I am asking because I am only going to earn 2 months of salary in 2019 in Indiana until the end of the year. 

 

Thanks.