Can you clarify what type of form you received? Based upon the information you have provided, it sounds like you are not a resident of the US nor a US citizen.
If those assumptions are correct, the only time you would potentially need to file a California tax return as a nonresident would be if you performed services within the state, had property within the state that was rented or sold, or have income from a California source business. Please see this link for additional information on filing requirements within California for nonresidents.
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