Answer:
A nation is a group of people who share some similarities, that can be language, culture, customs, and so on.
A state is a political authority that has territorial control over one specific area. Most states have the monopoly of the use of force.
FInally, sovereignty is the quality that a state has to govern over a specific territory without outside interference.
Mnay states are nation-states, meaning that the same nation also forms a state (for example, Japan), but other states are multinational entities where several nations live together (for example, Russia or India). And sovereignty is a quality that every state possesses, otherwise, they would not have legitimacy over the territory that they hold.