Remembering between requests
A waiter who remembers your table and unfinished order works like a stateful server. With a numbered ticket, any staff member can look up your order without remembering the earlier conversation. That works like a stateless server.
A stateless server can still use saved information. For example, two servers can look up the same shopping basket or sign-in session in a shared database. Either can handle the next request without remembering the previous one itself.
Why the distinction matters
Stateless servers are easier to add or replace because any one can handle the next request. A stateful server must preserve or pass on what it remembers if another server takes over.