It depends.
You would have a filing requirement within MA if your annual gross income is more than $8,000.
If you reach this amount, you will need to file a nonresident income tax return for MA.
Please see the following link for more information on your potential filing requirement.
MA filing requirement for nonresidents
If you do determine you have a filing requirement, be sure to complete your nonresident MA return first. This will allow the program to calculate a tax credit on your state resident tax return for any income taxed twice.