No...that should only be VA income if you didn't physically go to NJ to work.
IF no "NJ" withholding or wages are listed in boxes 15-to-17 of your w-2 (or no other states except VA) ...then there is no out of state $$ to deal with. IF NJ is included in that area of your W-2, then it is either improperly recorded, or you need to talk to your employer to see why it's there.
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If you are talking about self-employed contractor work, that still should only be VA income if you didn't go physically to NJ to work
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*