1 Answer

Countries as a rule are divided into smaller units, either for administrative convenience, or because the country is a federation formed from smaller units. These smaller units can have a number of names. In the United States of America and in Australia they are called "states". In Canada and South Africa they are called "provinces". In Switzerland they are called "cantons", in France "departments", and in England they are called "counties" although many counties are further divided into regions.

So, if the question is "What is your state province region?" what they are asking is "What is the name of your state, if your country has states, or province, in your country has provinces, or whatever smaller unit your country happens to be divided into?"