The whole of life is just like watching a film. Only it's as though you always get in ten minutes after the big picture has started, and no-one will tell you the plot, so you have to work it out all yourself from the clues.
The state, therefore, has not existed from all eternity. There have been societies that did without it, that had no notion of the state or state power. At a certain stage of economic development, which was necessarily bound up with the split of society into classes, the state became a necessity.