Like in Hibernate (comparable terms in parantheses), an entity instance is in one of the following states:
New (transient): an entity is new if it has just been instantiated using the new operator, and it is not associated with a persistence context. It has no persistent representation in the database and no identifier value has been assigned.
Managed (persistent): a managed entity instance is an instance with a persistent identity that is currently associated with a persistence context.
Detached: the entity instance is an instance with a persistent identity that is no longer associated with a persistence context, usually because the persistence context was closed or the instance was evicted from the context.
Removed: a removed entity instance is an instance with a persistent identity, associated with a persistence context, but scheduled for removal from the database.
The EntityManager API allows you to change the state of an entity, or in other words, to load and store objects. You will find persistence with EJB3 easier to understand if you think about object state management, not managing of SQL statements.