Unemployment making me pay for THEIR mistake. Not fair. Need help to take action IMMEDIATELY!

I began filing for unemployment after 01/23/2016 which was the last day of my former position. I followed all of the instructions and rules for Unemployment and when I seemed unsure of anything or if I had a question I always contacted the correct office. Well after my first couple of weekly claims being denied I gave up with the whole unemployment thing. I viewed that I was denied online and was told by a woman who worked for them over the phone that they were denied. I don't remember a lot of the specifics to my issue because it was almost a year ago....So after the denied claims I stopped filing. Stopped checking the website and emails they sent. Stopped everything Unemployment. Well a little while afterwards I received a check from them in the mail for between 4 and 5 hundred dollars. By then I had started a house cleaning service and was making money on my own. I just assumed they were incorrect about everything they denied me for and came to that realization afterwards. After filing my 2016 taxes, I come to realize that they "accidentally" sent me that check. Because my ENTIRE state return was taken from me and about half of my federal, I'm assuming to pay them back. Now, I want to know who I need to talk with to get MY money back. And I say MY money because that's what it is. They denied me and denied me and denied me the entire time I tried to receive their assistance. Then mailed me a check anyhow. And NOW, I'm the one whose reaping the consequences for THEIR mistake?? How is any of this okay???