I am Oklahoma resident but rent and go to work in Arkansas. My child also goes to school in Arkansas. What state do I file tax?

Since you reside in Oklahoma and work in Arkansas you should file in both states.  Your resident state, Oklahoma, will grant you a credit for taxes paid to Arkansas on income that you report to both states.  This helps to solve the “double tax” issue.  You should prepare your non-resident state first and your resident state return last.