You can update your State through the 'My Info & Settings' field on your Dream11 app.
However, in case you have verified your KYC documents (i.e. Aadhaar/ Driving Licence/ Voter ID) on your Dream11 account, the State will be auto-picked based on this document, and cannot be changed via the app.
For any changes in this case, write to us on Helpdesk.