Think of it this way: the "observed" state is the final state, the unobserved state is the probability of all possible outcomes before they have been observed.
It's like a poker game -- we can calculate what the expected outcome of a hand would be if played out a million times, but if you watched each hand you would see many individual outcomes -- that is the observation changing the probability range in to a finally observed state.
The slit experiment basicly says the same thing. When you shine a flashlight on a wall it is like seeing a probability chart of where the light particles are likely to land. (More in the middle, less on the outer edges...) With the slits, when unobserved there is just the probability of the light particle going through either slit, but when we measure it we force it to be in the "real world" instead of just being math.
What is interesting about the slit experiment is that most people wouldn't normally think of a probability range being "real" in the sense that we could see one particle go through two slits. Quantum mechanics says that things that are very small like light particles can apparently behave differently than big things like a basketball or a planet or whatever.
