Even though you are attending school in Ohio, you are still an Indiana resident. As a resident of Indiana, all of you income is taxable by them, regardless of where it was earned. Since you were working in Ohio, that income is taxable by Ohio. To prevent double taxation, Indiana will give you a credit for the tax you pay to Ohio. You should file an Indiana resident tax return, and a Ohio non-resident tax return. I suggest you complete the Ohio non-resident return first, and then the Indiana resident return.
To further complicate my situation I also worked a summer internship in Colorado for 8 weeks. So just to be sure, I would need to file non resident state returns for both Ohio and Colorado and then a resident state return for Indiana?? And should I expect to owe Indiana as Ohio did not collect any state tax on my income? (Colorado did collect state taxes on the income I earned there)
You are a resident of Indiana and that state has a claim on all income.
Ohio is a reciprocal state and you would file a non-resident return with Ohio to get back any Ohio taxes withheld. See here page 3 for Reciprocal Agreement States.
Colorado is not a reciprocal state and you would file a non-resident tax return with Colorado.
Indiana may give you a credit for taxes paid to another state. In the Indiana tax return, on the page Your 2019 Indiana taxes are ready for us to check, see Credits and taxes. Click Start to the right.