If you didn't pay the other state any State Income Tax, you don't need to file a return in that state.
If you did pay tax and want it refunded, file a Non-Resident State Return and report only the Income and Tax for that state.
When you file your Resident State return, include all of your income from 2019 (from all states) and report any tax you paid to another state.
See if you qualify for the Free File Program, where you can prepare and file your Federal and one State for free.
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