Yes. If you are a permanent resident of NY, you will report all income from all sourced (including your NJ wages) on your NY state income tax return.
Also, since you worked in NJ, your wages will be considered NJ sourced so you will need to file an NJ nonresident state income tax return to report these NJ wages.
You will get a state tax credit in NY for any NJ taxes that paid on your NJ sourced income that is also being taxed on your NY resident state income tax return.
The
credit for taxes paid to another state section will be at the end of your
residence state's interview process.
Just
follow the TurboTax guide when working on your states (remembering to do your
nonresident state return first) and TurboTax will do all the calculations and
credits to your resident states return.
Here
is additional information about filing in multiple states (select "see
more answer" to view the entire attachment)
https://ttlc.intuit.com/replies/3300797