You will need to allocate income within the New Mexico program to indicate that the only income earned in NM is the rental income, when you have income in future years.
However, since the net income was $0 you are not required to file the New Mexico return this year and you can safely delete it from TurboTax and ignore the numbers that you are currently seeing.
You may, if you wish, file the zero return just to record that you are accepting the rental income and currently have no profit to show - some folks are simply more comfortable doing it this way and there is no harm in doing it this way. If you opt to do this for 2019, it is often easiest with nonresident state returns to clear them and begin fresh. Otherwise, they can be a little quirky sometimes.
To do this simply click Delete beside the state return, then add it back in. When you go through the return, take a little extra time to ensure that you allocate only the income to New Mexico that is from the rental. Sometimes the questions read in the affirmative "this income was earned here" and other times it reads in the negative "enter the income not earned in this state." so be sure that you take some extra time when you get to the income allocation sections to separate out all of the other income.
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