It also helps to keep in mind that the state space with associated probability distribution is something you dress the actual state of reality in. The model helps to keep track of the structure of the data you have about the actual state of reality, that hides in one tiny point of state space. Probabilities of areas of state space (events/hypotheses) quantitatively express the relation between those aspects of the model and reality it’s about.
It also helps to keep in mind that the state space with associated probability distribution is something you dress the actual state of reality in. The model helps to keep track of the structure of the data you have about the actual state of reality, that hides in one tiny point of state space. Probabilities of areas of state space (events/hypotheses) quantitatively express the relation between those aspects of the model and reality it’s about.