No, CA SDI is not taxable income. The rule on disability income is that if you paid for the coverage with tax-paid dollars the benefits are not taxable income. CA SDI is funded through a deduction from your pay and is not deducted pre-tax so it meets this qualification.
Enter your CA SDI withholding in box 19, and for the locality put CA SDI. This amount on your w-2 is deductible for Schedule A as state/local taxes paid.