We could use a little more information concerning your state residency, but it sounds like 2935.88 was earned from a source in Arizona and 9,025.42 was earned while a resident of Colorado.
If you were s full-year Colorado resident, file the non-resident AZ return first and claim the 2935.88.
Next, file your full-year CO return and claim 9,025.42.
Your Colorado return will give you a credit for the tax paid to Arizona on the 2,935.88 that was claimed on both state returns.
Its just one w-2 from dicks sporting goods . Maybe Im over thinking it But the total wage income for both states it comes out to be $11961.30
Likely your total wages is the $9,025.42, since this is the amount in Box 1.
The other totals add up to more than this amount because your state rules require all of it be reported to your resident state and only the portion earned in Arizona (which seems to be as a nonresident).
You will be able to adjust your state returns to account for this discrepancy. Be sure to prepare your nonresident state return first, so that amounts and credits will flow properly to your resident state.