You may file as resident for New York state tax return. Ordinarily, you will have to file a state tax return in each state in which you earn income to get a state tax refund. There are exceptions: some states will let you off the hook if you only have a small amount of income, if you're in the military, and a few states don't have an income tax at all.

you should get an state tax filing instruction from CA, and figure out if you qualify as resident in CA.