State tax filing

When I check online it says that my return was processed on April 2 and I will not be receiving a refund but I will receive a letter in the mail but now I got a letter in the mail dated from April 1 and it says we received your return enter in the process of conducting a thorough review of your return information so just let her still stating that I could possibly get a return so I am really confused is the Internet correct or is this letter when I go by and what does exactly does it mean that they’re reviewing a thorough review of my return someone please help I’ve never had this happen before!!!