You can always efile just your Federal return without filing the state. No one in any state is required to efile a state return first; in fact, it cannot be done. But if you don't need the state form, we should be able to tell you what is going on when you answer one simple question.
What state is it? Is it Florida by any chance? If so, we can tell you what happened. You appear to be using Free Edition, so if that's the case you won't be charged for the state return, and even if you WERE charged, it can be refunded. If you already registered, then you won't be able to delete the "state return", but you do NOT have to file it.
If it's Florida, then Florida doesn't have a state income tax so there is nothing to send to the state. But some filers who have FL businesses or FL rental property with "tangible personal property" have to file a DR-405 form with the county appraiser by April 1. Most people in Florida will not have to do that.
We'll tell you more info and what to do when you confirm what state it is.
