I have 0 dependents but my W2 still showing that "Federal 0, State 04" . I asked my manager to help but he told me he doesn't have any control over it. What should I do?

what does he mean he has no control. there is probably a state W-4. however, it could be that the state's standard deduction and personal exemptions could be like having 4 dependents so in that case you could come out even. the feds have done away with personal exemptions but many states still have them. let us know what state and we may be able to offer further guidance.