Do i list unemployment income on my tax return if i had state and federal taxes taken out already as i did not receive a 1099 form

Yes you have to report it and so you get credit for the withholding.  You may get more back since the first 10,200 is excluded.  You need to get the 1099G form.  You might be able to log into your unemployment account at the state and get it.

Enter a 1099G for unemployment under

Federal on left

Wages & Income at top

Unemployment - Click the Start or Update Button

Your unemployment compensation will be on Schedule 1 line 7. The exclusion will be on Schedule 1 Line 8 as a negative number. The result flows to Form 1040 Line 8. You get credit for the withholding on 1040 line 25b.

I found this FAQ - How to report unemployment if you didn’t get a 1099G
https://ttlc.intuit.com/community/entering-importing/help/how-do-i-report-unemployment-if-i-didn-t-get-a-1099-g/00/26866