Not sure where you are trying to make it show up.  TN has no state income tax so there are screens where it will not show up as an option.  What are you trying to do?

Tennessee does not have a state income tax. 

Spoiler
When entering my info for my W-2, unemployment and social security it keeps telling me it needs to be reviewed because I didn't pick a state. My state, Tennessee isn't an option, I know Tennessee has no income tax that doesn't explain why I can go no further. It will not let me leave it blank and Tennessee isn't listed as an option. How do I go further?? 

There are 2 fields on the form.  In the address field, you can choose TN.   For the state tax field, it should be blank or empty.   Choose the option a the top of the state list, which will be a blank field, right above AK.   @Doyleb1954