Schedule IL-WIT, Illinois Income Tax Withheld, allows you to enter your withholding information in one place and calculate total Illinois withholding. This is a new form for 2018, and it collects all your withholding information for Illinois taxes from W-2s, W-2Gs, 1099-Rs, 1099-Gs, 1099-MISCs, 1099-OIDs, 1099-INTs, 1099-DIVs, 1099-Bs, 1099-Ks, and 1042-Ss.
What has happened is that you have some form in which TurboTax thinks that you had (or should have had) some withholding for Illinois, but there is no EIN (as DoninGA says, Tpein is Taxpayer EIN or employer Identification number).
For example, your W-2 on line 15 has two parts: IL (state initial) and the EIN for the state (often not the same as the federal EIN in box b of the W-2). Look at page 2 of the instructions for IL-WIT (https://www2.illinois.gov/rev/forms/incometax/Documents/currentyear/individual/il-1040-schedule-il-w... ) and see if you have any forms in which the state EIN is missing.