At their simplest, apps are just user interactions with data. "State" is a fancy way to say "the data stored in my program right now". Understanding your programs as a series of states, and being able to inspect & predict that state are THE fundamental skills necessary for effective programming & debugging.
Aside from becoming a killer programmer, learning to think of your programs as data first and code second will enable you to plan your projects with User Stories, or more simply - what users can do with your data!