If you lived in two different states in 2019, you will need to file a Part-Year Resident return to both states and report only the Income and Taxes Paid to that state in each return.
If you only lived in one state in 2019, when you prepare your Resident State return, you will be asked if you 'earned income or paid tax' to another state.
You can include the W-2 income and Tax Paid to the other state for credit in your Resident State.
Check your entry in the MY INFO section, too, to see if you indicated you Earned Income in Another State than the one you currently reside in.
Click this link for more info on filing in multiple states.
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