There's a lot of bad advice in this thread. I am a California Registered Tax Preparer and, while I can't speak for the laws in your state, in California you do NOT need to file a state income tax return unless your adjusted gross income is above the filing threshold.
Make a quick call to your state tax authority (or your local H&R Block office, for that matter) and find out what the limit is in your state. It may be to your advantage to file a return even if you don't have to, for example if you need to file one to qualify for certain benefits, etc.) You could take all of your paperwork into an H&R Block office and they should be able to tell you right away if you need to file a state return. You don't have to have it done at Block, but at least you can get some free advice.
The bottom line is that you need to provide more information about your particular situation before someone can make an educated guess. Don't fall for the answers in this threat that tell you absolutely yes or no. You really should be getting your tax advice from a professional and not someone anonymous on a forum. Some of these people do know what they are talking about, but so many have no clue and are basing their answers on their personal experience (or lack of it) with no real knowledge or education about the facts. Talk to a professional to get some advice - that doesn't mean you have to pay them, but a quick telephone call or drop in to a local tax office should get you some reliable information.