I did not start working in MN. Till March of 2019. Why should I be filing in MN?

[TomK]

From your information provided, you probably don't need to file a MN tax return.  Did you live in MN at any time in 2018?

Who Must File a Minnesota Individual Income Tax Return: https://www.revenue.state.mn.us/individuals/individ_income/Pages/Who_Must_File_a_Minnesota_Individua...