Through the "Status" link in the admin area of OTRS you can manage the different states you want to use in the ticket system.
After a default setup the states "closed successful", "closed unsuccessful", "merged", "new", "open", "pending auto close+", "pending auto close-" "pending reminder" and "removed" are already installed in the system. Every state is linked to a state type that needs to be specified if a new state is created. Per default the state types "closed", "merged", "new", "open", "pending auto", "pending reminder" and "removed".