Here's more answer than you probably wanted.
First up, the word "epistemic" solves a limitation of the word "knowledge" in that it doesn't easily turn into an adjective. Yes, like all nouns in English it can be used like an adjective in the creation of noun phrases, but "knowledge state" and "knowledge status" don't sound as good.
But more importantly there's a strong etymological reason to prefer the word "epistemic" in these cases. "Epistemic" comes from "episteme", one of Greek's words for knowledge[1]. Episteme is knowledge that is justified by observation and reason, and importantly is known because the knower was personally convinced of the justification, as opposed to gnosis, where the only justification is experience, or doxa, which is second-hand knowledge[2].
Thus "epistemic" carries with it the connotation of being related to justified beliefs. An "epistemic state" or "epistemic status" implies a state or status related to how justified one's beliefs are.
"Knowledge" is cognate with another Greek word for knowledge, "gnosis", but the two words evolved along different paths from PIE *gno-, meaning "know".
We call doxa "hearsay" in English, but because of that word's use in legal contexts, it carries some pejorative baggage related to how hearsay is treated in trials. To get around this we often avoid the word "hearsay" and instead focus on our level of trust in the person we learned something from, but won't make a clear distinction between hearsay and personally justified knowledge.
Welcome!
The short and informal version is that epistemics covers all the stuff surrounding the direct claims. Things like credence levels, confidence intervals, probability estimates, etc are the clearest indicators. It also includes questions like where the information came from, how it is combined with other information, what other information we would like to have but don't, etc.
The most popular way you'll see this expressed on LessWrong is through Bayesian probability estimates and a description of the model (which is to say the writer's beliefs about what causes what).
The epistemic status statement you see at the top of a lot of posts is for setting the expectation. This lets the OP write complete thoughts without the expectation that they demonstrate full epistemic rigor, or even that they endorse the thought per se.
It helps to know the contexts in which the term is often used, how it is motivated, and where the term probably came from. Thus, it is important to know the term in relation to other terms.
I haven't heard the term "epistemic state" used often in the community, but depending on the context in which the person used the term, I imagine the person using it meant their overall "epistemic status" for a collection of claims (or their confidence in any given claim).
An epistemic status describes how confident a person is in a particular argument or idea. If the claim is important enough it is denoted with a percentage value that represents the probability that the cliam is true (from the person's point of view). This is a good practice of reasoning transparency, because "plausible" can often be interpreted to mean different degrees of confidence.
As an example of how lacking transparency can lead to falure, when JFK questioned the Joint Chief of Staff about the chances of his plan's success for the invasion of Cuba, the response was a "fair chance" of success, so JFK invaded. It was only later that "fair chance" was explained to mean a 1/3 chance of success.
As for the word epistemic more generally, it is indeed related to knowledge, but within the context of the Effective Altruism and lesswrong community, we care about the quality of the knowledge, not just quantity (since an effectiveness mindset leads to more positive change). This is why Epistemic hygiene (I hear epistemics used synonymously within the community, and it's generally the word I use more) is emphasised so much (and why the sequences are so popular). It is very important for accurate beliefs to spread, so figuring out how to develop a set of community values that encourages accurate beliefs is what lesswrong is largely about.
I would say that the community is focused on how to have good epistemics in practice, rather than exploring foundations, although it does have that. The foundational roots of the term epistemics likely comes from the field of epistemology (this link leaves out some stuff, but it's an okay starting point).
Epistemic status is not a measure of confidence but of reasons for confidence. "It's written in a textbook" is an epistemic status of a claim but does not say how confident I'm in a claim.
When people start their posts with "Epistemic status: ..." they usually are not listing probabilities.
An epistemic status is a statement of how confident the writer / speaker is in what they are saying, and why. E.g. this post about the use of epistemic status on Lesswrong . Google's definition of epistemic is "relating to knowledge or to the degree of its validation".
definition from lesswrong's A-Z glossary:
huh? So then, what is an "epistemic state"? Is it a collection of ideas? Is it a combination of knowledge a brain can have? What is an "epistemic status"? Is it the current epistemic state someone is in? Is it their amount of knowledge about something? Is it their opinion of whether or something is true?