Should Utah taxes show up on my return. I have never lived there.

Did you work in Utah?   Or did you click something about Utah accidentally somewhere --like in MY INFO?  

You must file a TC-40 return if you:

1. are a Utah resident or part-year resident who must file a federal return,
2. are a nonresident or part-year resident with income from Utah sources who must file a federal return, or
3. want a refund of any income tax overpaid.

Utah Income Taxes