Whenever you perform your query on MySQL database, MySQL Server will pass that query from the diffrent states. There are around 65 query states available. I am going show few most used states over here.
If you are using PHPMyAdmin then you will not able to see these states. You will need to use the MySQL Administrator for seeing these states.
Analyzing
The thread is calculating a [code]MyISAM[/code] table key distributions (for example, for [code]ANALYZE TABLE[/code]).
checking permissions
The thread is checking whether the server has the required privileges to execute the statement.
Checking table
The thread is performing a table check operation
copy to tmp table
The thread is processing an [code]ALTER TABLE[/code] statement. This state occurs after the table with the new structure has been created but before rows are copied into it.
Copying to tmp table
The server is copying to a temporary table in memory.
Creating index
The thread is processing [code]ALTER TABLE … ENABLE KEYS[/code] for a [code]MyISAM[/code] table.
creating table
The thread is creating a table. This includes creation of temporary tables.
Creating tmp table
The thread is creating a temporary table in memory or on disk. If the table is created in memory but later is converted to an on-disk table, the state during that operation will be Copying to tmp table on disk.
deleting from main table
The server is executing the first part of a multiple-table delete. It is deleting only from the first table, and saving columns and offsets to be used for deleting from the other (reference) tables.
deleting from reference tables
The server is executing the second part of a multiple-table delete and deleting the matched rows from the other tables.
executing
The thread has begun executing a statement.
Flushing tables
The thread is executing [code]FLUSH TABLES[/code] and is waiting for all threads to close their tables.
FULLTEXT initialization
The server is preparing to perform a natural-language full-text search.
optimizing
The server is performing initial optimizations for a query.
preparing
This state occurs during query optimization.
query end
This state occurs after processing a query but before the [code]freeing items[/code] state.
Removing duplicates
The query was using [code]SELECT DISTINCT[/code] in such a way that MySQL could not optimize away the distinct operation at an early stage. Because of this, MySQL requires an extra stage to remove all duplicated rows before sending the result to the client.
removing tmp table
The thread is removing an internal temporary table after processing a [code]SELECT[/code] statement. This state is not used if no temporary table was created.
rename
The thread is renaming a table.
Rolling back
The thread is rolling back a transaction.
Sending data
The thread is reading and processing rows for a [code]SELECT[/code] statement, and sending data to the client. Because operations occurring during this this state tend to perform large amounts of disk access (reads), it is often the longest-running state over the lifetime of a given query.
Updating
The thread is searching for rows to update and is updating them.
Refer this for full list of MySQL Query State.