I would like to modify the attached default weight based shipping module to show a custom text as long as the customer has not selected a state. This way rather than not showing any rate at all, the customer sees a text asking the customer to select a state so that a rate shows up. I have already defined the custom text in the language file by adding:
You should be able to just modify the "no shipping options" error message to say what you want, rather than editing other core OpenCart files. That message can be changed in /catalog/language/YOURLANGUAGE/checkout/checkout.php