I keep hearing my boss's voice in my head. Is there something wrong with my mental state?

It depends. But i think it is a good idea to see a mental health professional for evaluation.
Hearing voice. There could be. It may simply be stress related or it could be the beginning of something more than that. Consulting with a psychotherapist or psychiatrist would be a good plan. Seeing your pediatrician is an alternative.
Seems unlikely. I would worry if you truly are hallucinating ( believe it to be your bosses voice and the boss is talking directly to you wherever you are). Outside of that it sounds like you have a bad case of bad boss. You can try to adjust to the boss if possible and if not, a new job might be in order. If that isn't successful then counseling is in order. This has to be very traumatic for you.