It depends on your age and income but Georgia gives an exemption on military income.
"Veterans who retired from the military and are under 62 years of age are eligible for an exemption of up to $17,500 of military retirement income. An additional exemption of up to $17,500 is available for veterans under 62 who have at least $17,500 of earned income.
Veterans ages 62 to 64 are eligible for Georgia's existing retirement income tax exemption for up to $35,000.
Those over the age of 65 are eligible for an exemption of up to $65,000." (Department of Veterans Services)
For additional information see GA DOR.
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