First of all, make sure you meet the qualifications for your military pay to be tax-exempt in New York. See this for an explanation:
https://www.tax.ny.gov/pit/file/military_page.htm#:~:text=Your%20military%20pay%20is%20subject,201%2....
Then, if you find that your NY tax returns in previous years were incorrect, you must file amended returns to correct them. But first read NY's rules for filing amended returns:
New York's rule for filing an amended IT-203 is this:
Generally, Form IT-203-X must be filed within three years of the date the original return was filed or within two years of the date the tax was paid, whichever is later. (A return filed early is considered filed on the due date.) Do not file Form IT-203-X unless you have already filed your original return.
The full instructions are here:
https://www.tax.ny.gov/pdf/current_forms/it/it203xi.pdf
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
