I started a new job in a different state at the end of the year, but didn't receive my first paycheck until 2017. Do I need to file in that state for this year?

[michellesuzannew]

New state is PA, old state NJ

[DanielV01]

For this year, no, you will not need to file in the other state.  This year, you don't have any reportable income in that state.  However, there is a good chance that you won't file in that state next year either.  That is because NJ and PA are reciprocal states which means they have an agreement that if you live in one but work in the other, you will only pay tax where you live and not where you work.  

You will want to make sure the correct form is filled out with your employer, however, to ensure that tax is only taken out to the state where you live. (This answer applies as long as you live in either PA or NJ.  If you live in DE or NY, however, this does not apply.  Neither Delaware nor New York have reciprocal agreements with any other state).  

Here is additional information on reciprocal states:  https://ttlc.intuit.com/replies/4776822