why do I keep getting an error message saying to "Complete your nonresident return(s) first" when I have gone through it 3 times and do not see what I can change?

This message may come up if you indicated the need to file in more than one state.

If you have reviewed your Non-Resident return and have no errors in Review, go ahead and prepare your Resident State return. 

Here's more info on How to File a Non-Resident State Return.