No. The Federal return must be completed before the state return because the state return almost always begins with the Federal Adjusted Gross Income.
TurboTax is asking you about last year's, or 2018's state refund amount. If you itemized your deductions, and did not take the standard deduction, then a portion of any 2018 state tax refund received may be taxable.
Take a look at your 2018 tax filing. If you see Schedule A among the forms, then you did itemize. The name of the form is always in the top left corner or bottom right corner of each page.
TurboTax will capture all your details and put the answers in the right areas for the tax returns automatically. Just answer the questions as they are presented.
