Live in Minnesota but can work remotely seasonally from the Cayman Islands. What should I be thinking of regarding Federal and MN taxes?

Live and work in Minnesota - currently working remotely (from home office) and thinking of working from Grand Cayman (I am a citizen) in the winter months. Is there anything I should be aware of regarding of Federal and State taxes. I will not be domiciled in Cayman and my direct deposit will continue to be deposited into my account in Minnesota.

Cheers!