I don't understand this

I thought there were at least 36 different world states, meaning the state of 36 different situations can be altered probably for different parts of the gameworld and/or for different NPC groups/castes.
You are correct. But how exactly do those "world states" come about? They happen because of the decisions you make in the story. When you do the math to calculate just how many decisions there has to be in order to equal 36 total possible "world states" it comes out to 4 decisions, two with 2 options, and two with 3 options.
To help you understand this a little better I will use The Witcher 2 as an example. In the story of The Witcher 2 there was 4 story altering decisions you made. Each decision had two options. So at the end of the game there was 16 possible combinations of decisions. 2 x 2 x 2 x 2 = 16. To prove it here is a
link to the wiki page that has a spreadsheet listing all the decisions and ending possibilities.
The only difference between TW3 and TW2 is that the name "world states" to me implies that your decisions will have a significant affect on the world. Such as who is ruling what region, whether or not Nilfguaard wins the war, etc.