For Social Security benefits do I need to file federal and state?

If that is your ONLY income, then you do not need to file a federal return as it would not be taxable income.  State rules vary, so which state do you live in?

If Social Security was your ONLY income you are not required to file a tax return unless you have a 1095A for marketplace health insurance, or if you had tax withheld from the SS and want a refund.

Wyoming 

@hbouzari  Wyoming has no state income tax.  There is nothing for you to file for WY.