You should file a Resident tax
return for IL if that is your home of record. In TurboTax, when going
through Personal Info section,
be sure to select that you a member of U.S. Armed Forces and select IL in
the Tell us the state(s) you live in section. No other states.
If you have made money (for example had a 2nd, civilian job in VA or MD) you would select the states as states where you made money.
Your SLR (home of record) state is considered your resident state as long as you
are on active duty. Even if you
are stationed in another state, you’re still considered a resident of your SLR
state.