Retirement tax questions

Any state withholding will be on your 1099R for retirement and TSP usually in box 12.    Most states do not tax Social Security so you do not need to have any state withholding taken out of SS.  When you signed up for the retirement and TSP you could have selected how much federal and state withholding to take out.  You can give them a new withholding form if you want to have some deducted.   Check with your retirement plan.  When you did your 2020 tax return did you owe a lot to the State?  Then you should have some state taxes taken out of your retirement.