Why do the properties of water are different in it's three States?

In its solid state, water is ice. It's solid and hard and can be crystalline (like snow). It also is a little less dense than liquid water because the molecules form rings with large gaps in them, before assembling to a larger structure.

In its liquid state, water is... well, water. It's a polar fluid. This means other polar materials like salt and alcohol dissolve well in water, and apolar materials like oil don't. The polarity of water also makes the liquid form weak hydrogen bonds, which are easily broken at high temperature, but not at lower temperature. Because of this, water just above its freezing point is less dense than water that is a bit warmer. Water of 4°C/39°F is the most dense.

As a gas, water is known as water vapor. It behaves just like any other gas.