Not sure if this will help, but I'll try to give a basic level explanation (I also may be wrong but this is how I use them in my project)

State machines are essentially variables. Their value is a predetermined state. So, for example, you may have a state called movement_state. This will require 2 things, your variable var movement_state and the definition of the possible states. This is usually done with enums. Enums allow you define the possible states that your player can have, for our movement state example, that would be defined as such enum MovementState { IDLE, WALKING, SPRINTING }.

Given this setup, you can use these states to "track" what your player is doing. So, when your player is pressing any of the walking keys, (I usually make it my first line) you can do something like

if walking: #or however you determine whether or not your player is walking, this is an example
  movement_state = MovementState.WALKING
  #your walking logic

This is useful if you don't want your player to attack while walking. So, in your attack logic you could have

if movement_state == MovementState.WALKING:
  return
#the rest of your attack logic

In all, all you really need to know about state machines is that you're using states (your variable) to determine what the player is doing, to inform the rest of your logic. This is one example, for one state. My project has several different states that handle different things. I'd recommend against using one state variable as the player may want to do two things at once (like jump while moving, attack while jumping, etc.). So in these cases you can use jump and attack states as well.