Atoms are composed almost entirely of empty space, about 99.99999999% empty space. Virtually all of the atom's mass is from its protons an neutrons. In cases where intense gravity has 'squeezed out' most of the empty space, such as in a neutron star, the matter is incredibly dense. This density is approximately equivalent to the mass of a Boeing 747 compressed to the size of a small grain of sand, or the human population condensed to the size of a sugar cube.
The molecules in a solid are close together and they vibrate in place. The molecules in a liquid move quickly and farther apart from eachother. The particles in a gas move freely at high speeds and slide past eachother.