"Original" does not mean exclusive in this context, so normally you can file a civil suit in state court even if you are relying on a federal statute, such as 42 U.S.C. Section 1983, Title VII, or the ADA or ADEA. However, very often a corporate or public defendant (such as a police officer) will exercise its right to "remove" such a suit to federal court, and there's not much you can do about it. The reason that such defendants want such cases in federal court is because they believe they have a better chance of winning a dismissal or summary judgment from a federal judge than from a state judge. Federal judges are widely perceived as being pro-defendant and anti-civil rights, to paint with a very broad brush.
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For the most part, federal jurisdiction is concurrent to state jurisdiction--meaning both courts have it. Some issues are exclusively federal--bankruptcy, immigration, etc. I believe that questions involving the U.S. constitution and treaties may be brought in state court, although you will end up with judges with far greater familiarity in federal court. (That is why cases can be appealed from the state Supreme Court to the U.S. Supreme Court, so that a federal court is the final arbiter of questions of federal importance. The other side may be able to remove the case to federal court given the federal issues. Since most state constitutions parallel the federal constitution, you may want to assert a state const. claim in addition to the U.S. const.
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.This is not a criminal law question based on the information in your post. I would speak to a commercial law attorney. I practice only criminal defense. I believe you can file in NJ for loss created in NJ and the NJ courts can apply or interpret the federal law or treaty that defines obligations regarding action in NJ. If you are attacking the law itself as unconstitutional or a loss created by the application of the law that is not related to NJ I think you need to go to federal court. Sorry I cannot help more