The State is a real entity that makes mystical claims about itself. There is in fact a group of people who identify as being part of the US, New Hampshire, Manchester, Russia, China, etc. It is no less real than any other organization that is made up of people who act on its behalf. An organization is just a group of people and groups of people exist. Wal-Mart, the Mafia, the Catholic Church, the FSP, and the Innocence Project exist. They are groups of people, who exist, who organize themselves to achieve certain goals. The fact that a group of people is immoral or makes false claims about itself does not mean that it doesn’t exist. The church of whatever religion you don’t believe in doesn’t not exist because it is making mystical claims about itself that you find false. The Mafia isn’t not a group of people that exists because it is highly immoral. Enron didn’t not exist because it told lies about itself. The State is not an organization embedded with mystical powers that can make immoral acts moral by public decree. The State is a group of people who put on a uniform and initiate force on behalf of the organization that they joined.
This group of people exists, and it is as real as any other organization. The State is real. And its members will kill you if you do not comply with their orders, or sometimes just for fun or due to gross incompetence. However, most of the claims that the State makes about itself are false. The State does this because in the long run it is more profitable and less dangerous to convince people that you are not stealing and kidnapping than it is to forcibly defend your theft and kidnapping organization. The exact claims that the State makes about itself will vary by “denomination.” The US and most of its subsidiaries claim that they protect their victims, they care about their well-being, have rights delegated to it by people who don’t have said rights, have rights given to it through rituals such as voting, can dictate whether acts are moral or immoral through dictate, enact justice, determine the truth at rituals such as trials, and engage in several other acts that they clearly do not engage in. They also claim that all of the acts that they regularly engage in are not theft, murder, kidnapping, battery, and assault.
The State has created an entire mythology around itself. It has several adherents, some who begrudgingly serve it and some who do so willfully. Almost everything that it says is a false. It could be argued that there is also a mythical entity of “the State” which is worshiped by statist and served by State agents. But the fact that there is also a fictional entity by the same name does not negate the existence of the very real organization that is initiating force against you right now.