I am filing my taxes for the first time in Massachusetts. Can I efile my state returns or do I have to manually file them, as some people told me that mass does not allow you to do a efile if you are doing it for the first time with the state

Presumably you have already file, but, for general consumption, there is NO restriction to efiling if it is your first time.

Now, there ARE efile restrictions if you are a part-year resident, or if you need to submit proof of healthcare coverage, or if you are filing using a foreign address.