State entry problem :- Let suppose we have a TM 'M' ,does our TM will ever enter(visit) some state 'q' during it's computation on any arbitrary input W.
In simple words will our TM ever enter a particular state for w ∈ ∑* .
Halting problem has nothing to do with State entry problem , it's decidability and undecidability that's the concern.
Let A ⊆p B from this reducibility we can claim two things
1) If A is undecidable then B will too.
2) If B is decidable then A will decidable too.
We basically use this concept to prove the decidability and undecidability of a language. and as HP is undecidable (RE but not REC) so if we can reduce this to state entry problem , we can then claim that SEP too undecidable.
Proof is simple , have a look here
http://www.cs.cornell.edu/courses/cs381/2002su/Materials/Homeworks/hw6/hw6-solns.pdf