Why do I have to pay State tax? I did not work and paid tax on SS and my pension.

What state?

The amount you had withheld might not have been enough to cover the actual taxes due.

Per OP's other post, state is NC.

North Carolina exempts all Social Security benefits from income taxes. However, other forms of retirement income are taxed at the North Carolina flat income tax rate of 5.499%. You probably did not have enough state tax withheld to cover your state tax due for the year.

Please view the link below for more information.

https://smartasset.com/retirement/north-carolina-retirement-taxes