As an active duty servicemember, your military pay is taxable only by your State of Legal Residence (SLR). It is not taxable by other states in which you happen to be located due to military orders.
This rule applies only to your active duty military pay, not to any other kind of income.
If your only income for the tax year was active duty military pay, enter your SLR as your State of Residence in TurboTax, and answer No to questions about living in another state or having income from another state.