Here's why:
* All states have at least two consonants. Every state name in the US has more than one letter, and most states have at least two consonants.
* Even one-letter words have a consonant sound. Take the word "A" for example. Although it's just a single vowel letter, it's often pronounced with a consonant sound, especially in certain contexts.
So, while it might seem like there could be states with only one consonant, there are no actual examples.