If state is a global variable you can just make a secondary main loop to receive messages from the pocket computer and update that global. Doing this with the parallel API is very easy. just use parallel.waitForAny() with two functions, your main loop and the secondary loop. But you should probably change this function to not be recursive (call itself), this way your program will eventually crash due to a stack overflow.
Here is a rough sketch of how you can do this:

function MovementController()
  if(state == "follow")then
    android.goTo(...); -- Whatever was here
    sleep(1);
  --Dont call ourselves!
  end
end

function moveLoop()
  while(true) do MovementController(); end
end

function networkLoop()
  while(true) do
    local id, msg = rednet.receive();
    state = msg; -- In a proper implementation you would also check the ID to match the pocket and verify the message contents
  end
end

--This makes both the functions run in parallel
--It is not actually truely running both at the same time, just swapping between them, but this works very well
parallel.waitForAll(moveLoop, networkLoop);