You received an IRS form 1099-NEC for self-employment income that was performed in Illinois.
If you are an Illinois resident and you performed work in Illinois, the state of Illinois has a claim on your income.
Illinois filing requirements may be found here.
I'm sorry, I should have specified. I am a missouri resident. I'm still a little confused based on what you sent.
You received an IRS form 1099-NEC for self-employment income that was performed in Illinois.
If you are an Missouri resident and you performed work in Illinois, the state of Missouri has a claim on your income.
The state of Illinois may have a claim on the income because the income is Illinois sourced.
You would file as a nonresident. Illinois filing requirements may be found here.
If you pay income tax to Illinois, you may be eligible for a tax credit on your Missouri income tax return for taxes paid to another state.