Since PA and NJ have a reciprocal agreement,you only report wages on your resident state return. This only applies to W2 wages.
However, for example, if you lived in PA but had a store or rental in NJ, you would then file a NJ nonresident return, possibly pay taxes on that income. Then you would file a PA resident return reporting all income, but take a credit on your PA return for any income taxes paid to NJ.