Why do some ICs have tri state, low, high, and high impedance? Isn’t high impedance the same thing as floating?
It means that it will resist being changed by inputs. Yes, like a pin that's floating relative to the chip.
If it is high impedance that means it had to be connected to something, right? Some kind of big capacitor or inductor in the chip?
No, it's probably a transistor (active component) that switches to a highly resistive state, leaving the output pin effectively floating - that is, not connected via the chip. Impedance relates to how quickly the charge in that lump responds to voltage (or how quickly matter responds to force in a mechanical system). Not responding is very high, responding quickly is low.
Capacitors and inductors effect impedance, but they aren't the only things that can do so, and in fact impedance tends to very with which frequency you're measuring it at, so you can't really say it has a certain exact value without context.
High - Connected to the high reference voltage.
Low - Connected to the low reference voltage.
High impedance - Not connected.