Box 15 on my W2 has a different state than the one I live in. Its pre-filled on here as the state I live in but I actually worked in another state. Do I change the state to match my W2?

If there is tax withheld in box 17, then you need to talk to your employer to find out what state that they sent the withholding to.    You cannot change that, only your employer can, but they have to change it with what they send to the state also.

(If NO tax withheld in box 17, then don't worry about it - just leave boxes 15-17 blank.)