My New York state pension in exempt on my ny taxes but the amount rolls over from my federal as taxable in NY

Edit the 1099-R in the Federal section again...An answer the followup page properly,...with both the NY Pension type/source, and the Distribution amount (which is not a zero)...picture below:

I did that and am getting a strange number for my State Pension deduction, over a million dollars.

Then back up and review your data entries on the 1099 are entry screen. You must have a data entry error involving a comma or decimal point.