Your Kalshi gains are taxed federally everywhere, but what you owe your state varies a lot, from zero in the no-income-tax states to more than ten percent at the top. Pick your state to see how it treats prediction-market profit and what to expect.
The 9 states with no individual income tax (Alaska, Florida, Nevada, New Hampshire, South Dakota, Tennessee, Texas, Washington, Wyoming) tax your gains only federally. Everywhere else, your trading profit is generally taxed as ordinary income at the state level too.