When we discuss properties of a substance, we need to be clear whether we are discussing physical or chemical properties. Physical properties describe things like shape, color, volume, etc. These can be observed and measured without changing the substance. Chemical properties describe how a substance reacts in the presence of air, water, acids, bases, other substances, etc. These can be observed when the substances react with another substance. This reaction changes the substance.
When water changes states (solid, liquid, or gas), its physical properties change, but its chemical properties do not because it is still water. The main chemical property of water responsible for its different physical properties in different states is a polar molecule. The oxygen end of the molecule has a slight negative charge because the oxygen is more electronegative than the hydrogen end, which has a slight positive charge. This polarity results in water molecules creating hydrogen bonds between the oxygen of one molecule and a hydrogen of another molecule. Hydrogen bonds by themselves are weak, but when combined with the large number of hydrogen bonds in water they have a significant impact on its properties.
In its liquid state, these hydrogen bonds create high surface tension. This is why you can make a paperclip float on the surface of water. Also, it takes a lot of energy to break a large number of hydrogen bonds and a large amount of energy is released when they form, resulting in water having a high specific heat. In simple terms this means it takes a lot of energy to warm water up, and a large amount of energy is released when water cools down. This is the reason that areas near large bodies of water have a more moderate climate.
In its solid state, the hydrogen bonds form a regular crystalline hexagonal structure with the molecules being farther apart than they are in its liquid state. This makes ice less dense than water, and thus ice floats. Most solids are more dense than their liquid form, so this is a unique property of water.
To get to a gaseous state, these hydrogen bonds need to be broken. As stated earlier, it takes a lot of energy to break these bonds when warming water up, and the same is true when water transitions from a liquid to a gas. This results in water having a high heat of vaporization, which means that it takes a lot of energy to break enough hydrogen bonds to make water evaporate. We experience this property when we sweat. When our sweat evaporates we experience a cooling effect because so much energy was used to break the hydrogen bonds between the water molecules.