There are several questions here, so I will answer them one at a time.
Have you ever have to move out to state when you first started working?
I didn’t have to move out of state for my first job, but I’ve moved over two thousand miles for a new job more than once in my career. Moving a long distance really sucks. There’s a lot of grueling travel involved, and there’s always a huge number of little tasks that pile up with moving to a new city. It’s much easier now that full time remote work is more broadly accepted - my current position is fully remote.
Have you ever work in studio then it got shut down?
Yup. More than once. It sucks and I would not wish it on anyone. I’ve been through it so often that I even wrote a [Gamer’s Primer to Practically Dealing With Job Loss]. If you want an idea of potential causes of studio closure, I suggest reading [this post].
Would be easy to move to a state that many studio and many well know studio like California?
This generally depends on your experience level and your current life situation. Most studios are willing to spend more for a more experienced hire. This generally includes benefits like paying for relocation expenses. I would caution against moving to California before securing a job. There are a lot of studios there, but California is both enormous (which means there can be enormous distances between studios) and extremely expensive. I grew up in California. It took me two hours of driving to get to my first industry interview. The studios are also generally located in Silicon Valley and the Greater Los Angeles area, where the cost of living is some of the highest in the nation. California also has some of the highest state taxes in the country. Nowadays, working remotely is a much more viable option than before so you may not even need to move.
Got a burning question you want answered?