I have a very important question and it is that I live in Massachusetts, but I work in Connecticut, and in my work they give me two W2, the problem is how I fill in the taxes here in Turbo tax, becaus

You report all your income and file a resident tax return in Massachusetts and a nonresident tax return in Connecticut. 

In general, the nonresident's state of residence will allow a credit for the income taxes paid to Connecticut for income earned in Connecticut.  The nonresident who works in Connecticut will be required to file a nonresident return (Form CT-1040NR/PY) in Connecticut as well as a resident income tax return in his state of residence.

Please see the following: https://portal.ct.gov/DRS/Individuals/Individual-Tax-Page/Nonresident-Working-in-Connecticut#:~:text=The%20nonresident%20who%20works%20in,in%20his%20state%20of%20residence.&text=Connecticut%20law%20requires%20a%20nonresident,as%20a%20resident%20of%20Connecticut. 

Also, for more general information please see: https://turbotax.intuit.com/tax-tips/state-taxes/multiple-states-figuring-whats-owed-when-you-live-and-work-in-more-than-one-state/L79OKm3jI 

when doing TT make sure you complete the non-resident state first. this is necessary so the correct credit is calculated for your resident state.