I live in Hong Kong and I worked in Walt Disney in Florida last summer. When I am filling in the form, should I choose Florida as my state or Foreign?

You likely were here in a J-1 visa. You need to file a Form 1040-NR, which TT does not support. Go here:

https://www.sprintax.com/

You should list your current address (Hong Kong/Foreign country). Right after you do that TT will ask you if you lived in a state and, if so, when you moved back to the foreign country. Then it will help you figure out if you need to file a state return. Since Florida does not have a state income tax you probably won't have to file a state return.