Solids are denser than liquids, and liquids are denser than gases at room temperature. Solids are atoms and molecules in a relatively motionless crystal lattice configuration. Liquids are comprised of molecules with more energy and aren't confined to a lattice. Gases are high energy, and their molecules are spaced apart.
Pressure and heat factor into the densities of these states of matter. If a gas isn't under pressure, the atoms and molecules fly away from each other. Increasing the temperature of a solid gives the molecules enough energy to break free of the crystal lattice and move like a liquid. Adding even more heat makes the liquid less dense, and turns it into a gas.