In simple terms, it means there is no past, no history.
It is important to emphasize that the HTTP protocol is stateless only when cookies are not enabled; when cookies are enabled, it is actually stateful. Here, we will assume that cookies are not enabled.
Imagine a scenario where you have developed a web site and plan to implement a feature in the backend to count the number of visitors.
Your server script first receives a request for access, and shortly after, it receives another access request. At this point, do you count these two requests as two visitors, or as one visitor with repeated access?
Without cookies, you cannot make a decision on the above question because you cannot determine whether the two requests come from the same user.
Some might say that you can judge by IP; if the source IP of the two requests is the same, it counts as one user, and if different, it counts as two users.
The problem is that the IP of a regular internet user is different from that of a server; in many cases, they are dynamic.
The same user might be on one IP now and then change to another IP later.
When HTTP is not using cookies, the server cannot determine whether a request for access from a host has visited before; it does not know the history and past of the HTTP client. This is what is meant by the so-called “statelessness” of the HTTP protocol.