The thermodynamic state refers to a set of macroscopically measured parameters of a substance in thermal equilibrium. Any other system in thermal equilibrium having those same parameters will be thermodynamically "the same".
For an ideal gas, the thermodynamic state is defined by Pressure, Volume and Temperature. Any other ideal gas at the same Pressure, Volume and Temperature will be thermodynamically equivalent.
For a paramagnetic system, magnetic intensity and magnetization as well as pressure, volume and temperature define the thermodynamic state.
A thermodynamic system may consist of different components that are in thermal equilibrium with themselves but are not in thermal equilibrium with each other. So a thermodynamic system may not have a single thermodynamic state.
Even a small quantity of an ideal gas (in thermal equilbrium) consists of a huge number of molecules all moving in different directions and speeds. The microstate describes the motions of all the molecules. Two samples of an ideal gas having the same parameters of P, V and T will not have the same microstates (ie their molecules are not all moving identically at any given time). Indeed, the microstates of each sample are continually changing. However, since their thermodynamic parameters remain unchanged, for thermodynamic purposes, they are the same.