I received a payment of $9.28 from West Virginia as a payout from a class action lawsuit. The payment came in the form of a w-2. Do i need to file state taxes for WV?

No.  Assuming that you don't live in West VA and the amount of your W-2 is only $9.28, you don't meet the filing requirements (unless you had other earned income from WV).

Refer to the WV Tax Division  Nonresident Wage Income instructions for more information.