Although it doesn't seem quite fair, the IRS considers unemployment income as taxable income, as do most states.
On the bright side, if your sole source of income was from unemployment, and that income was less than the taxable threshold after exemptions and deductions, you might not owe any taxes. See this chart to determine your situation (note the exceptions as well).
Remember, if you don't owe any taxes and you had no withholding (that you would need to request a refund), then you may not be required to file a federal tax return, based on the thresholds in the chart linked to above. This may also mean you aren't required to file a state return, but requirements vary from state to state.