I retired in May of 2018.I collect a New York State Police pension. Do I need to declare any of the pension payments in 2018? I paid only federal taxes no NY state taxes

If you received any pension payments in 2018, you have to report them on your federal tax return. Your pension is subject to Federal tax, but not to New York State tax.

Please see this document for more information:

https://www.osc.state.ny.us/retire/retirees/tax_services_information.php