NJ and PA do have tax reciprocity for W-2 wages.
If your only
income from NJ was W-2 wages, you do not have to file a NJ tax return.
That income is taxable only by your home state of PA. If that's your
situation, answer NO in the My Info section to the question about having
income from other states.
>>However, if your NJ employer mistakenly withheld NJ state tax, you'd have to file a non-resident NJ return, showing zero NJ income, in order to receive a refund of those taxes.
PA residents who work in NJ should file Form NJ-165 with their employer. Here's a link to that form: https://www.state.nj.us/treasury/taxation/pdf/current/nj165.pdf