New travel nurse here and I have my work destination in mind. Can I choose which state I should be working in or it's the agency’s discretion?

You can choose! Start searching for reputable travel agencies and browse jobs by specialty and location and pay. Make sure to remember whatever agency you end up going with, they work for YOU! Your recruiter should advocate for you, negotiate a higher weekly pay (if you ask them to, so do!), help point you in the direction of other helpful resources (housing, benefirs, etc), and so on. Before I took my first travel assignment I looked around and spoke with probably 10 different recruiters. Also, once your assignment is coming to an end, unless they re-sign you, you will want to be planning ahead for your next move. And more times than not, that means finding another assignment with a different agency. That’s how I’ve been able to continue making what I want in the places I want to go.