I live in CT and work in MA and made less than $3,000. in MA. I am reading that I do NOT have to file a MA return if I made under $8,000. in MA. Is this correct?

Not exactly.  The actual Massachusetts rule is this:

If you're a nonresident with an annual Massachusetts gross income of more than either $8,000 or the prorated personal exemption, whichever is less, you must file a Massachusetts tax return.

https://www.mass.gov/service-details/who-must-file-a-state-personal-income-tax-return

ALL your income is taxable by CT, including your earnings from MA.  If you have to file an MA return, you'll be able to take a credit on your CT return for any taxes paid to MA. 

Thanks Tom.  It looks like I do NOT have to file since I made less than $8,000. in MA last year.  Or am I missing something?  I did file the money earned in MA on my CT & Fed taxes.

You must also calculate your prorated MA personal exemption.  If your gross MA income exceeds that amount, you must file an MA return, even if your MA gross is under $8,000.

Got it, thank you!