How many allowances should I claim on my NJ W4?

I started my first ever job this month, back on the 3rd if I remember correctly. My NJ W4 and federal W4 has been haunting me ever since I filled them out. I'm not sure how many allowances I should claim, nor do I even know what they are/do. I'm 19 years old and new to taxes so I have no clue what's going on. I don't have a family nor have any dependents. I still live with my parents and I don't go to college.