I have a retirent from PA. Do i need to include this on Colorado State taxes?

Enter your 1099R on your federal return.  Information flows from the federal return to the state return.  The software will use your state's tax laws pertaining to the taxability of your PA pension.   Since you are now living in CO, it is likely that it is taxable.    PA does not tax retirement income, but you are not in PA any more.  And...CO taxes Social Security, too.

Yes, the retirement earned in Pennsylvania is considered Colorado income for a Full-Year Colorado resident. 

Colorado excludes 20,000 retirement for those 55-64 and 24,000 for retirees age 65 and older. 

@lynne-alwine