Magento 2: India states list in checkout
Magento will have all Indian states preconfigured with 2.2.4 release. After the issue raised to Magento team about the necessity of states list to configure tax classes, they opted the list of states in their directory-module.States are required to configure GST in Magento. You can upgrade your version and get this settled up in your Magento store. If you are not planning to upgrade your Magento version for any reason then there are many answered questions available on stackexchange for how to add states in directory module for India. There is a module also available for Magento 2.x for adding states list.
It is very easy to install using composer, Just run
composer require credevlabz/magento2-directory-indian-states composer update php bin/magento setup:upgrade
and you are done. It will add all states and union territories to the database.