Yes, living in one state and working in another is considered making money in another state. So in the My Info section of TurboTax, you will want to specify that you made money in New Jersey in 2017. Based on this information, you more than likely will have to file a non-resident return in New Jersey. TurboTax will help you determine this.
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Here is information on how to file a non-resident return in TurboTax:
PA and NJ have a reciprocal agreement that applies only to wages. So if your only NJ sourced income is wages (W2), you do not need to file a NJ tax return unless NJ taxes were withheld and you wish a refund. If you answer the question regarding income from another state, TurboTax will guide you to prepare two state income tax returns. If you do not need to file a NJ return, answer the question regarding income from another state with a "NO" (per the instruction on that page).
If NJ income taxes withheld and you wish a refund, COMPLETE federal return first, then the non-resident NJ return, finally the PA resident return.
All income is taxable by PA on a PA resident return.
More info, see: http://www.state.nj.us/treasury/taxation/njit25.shtml
Don't forget to hand prepare and file your PA local earned income tax return, your wages from NJ is taxable by your local municipality.