I've been on an F1 Visa since Aug 2012 I graduated on May 2017 and I've been on OPT since Jul 2017. Should I file my taxes as a Resident Alien or as a Non Resident Alien?

You are considered as a nonresident from 2012-2016.  Starting from January 1st, 2017, you are treated as a US resident for tax purposes as you meet the Substantial Presence Test  SPT.  ( stayed in the US for more than 183 days during 2017)

For year of 2017, you are a resident and file a Form 1040. 

Same situation here. Should I include my first W2 to the second state form? The second state (WI) W2 doesn't include the first state's income.