first time filing

I live in NJ and I am still a dependent (age 22). I was a full time undergrad until May 2024, now a full time Grad student since Aug 2024.  I made some money as a tutor and Grad assistant in both schools located in PA. I'm filing for the first time to get any refund available. The Federal was easy then when I applied for the state it automatically took me to finish both NJ ( full resident) and PA ( non-resident).  Is that correct?   Appreciate a feedback. Thanks