I don't personally live near IL, but I found a client's IL W2 from prior year. The IL EIN may be 6 numbers. No "WTH". Do you see that anywhere on your W2, maybe on a second or third page?
If you don't have state wages due to being in FL, TX, TN, WA, or any other state that doesn't have a personal tax.... leave everything blank in Turbo Tax. Don't type in anything in those fields inside Turbo Tax.