The Land of Nod is one of the first locations mentioned in the Bible outside of the Garden of Eden, but it is not a "state" in the modern political sense. Nod is mentioned in Genesis 4:16-17 as the place where Cain went after he was exiled for killing his brother Abel.
Whether it is the "first" location listed depends on your interpretation:
* The Garden of Eden is mentioned earlier, but it is more of a mythical or symbolic location.
* Some might argue that the general region where Adam and Eve lived before the Garden is the first, though it's not specifically named.
So, while Nod is an early geographical reference, it's not a "state" and whether it's the "first" location depends on how you define that.