You must take state quota for the state you are residing in since birth and must have Domicile for the same. To avoid confusion and discrepancies you can choose to fill sttae based on what is mentioned on your Document proof like Adhar card or Passport which can be used for verification. 

Secondly MP hasmuchbetter colleges and is preferred and with state quota you will have better chances of conversion. 

Please fill the domicile certificate of that state where you're actually living because in 2017 and 2018 NEET exam councelling they had lots of issues of regarding Domicile especially in mp . So just fill the domicile certificate of that state where you are living or where you want the college seat if you want the college in mp then fill the mp domicile certificate or if you want the college in Bihar then fill the Bihar domicile certificate