Size can mean multiple things.

Here's some quick facts comparing population and area

  - There are 17 European countries >100km2 but 37 US states are
  - 13 states (only one of those is <100km2) has a population density <= Norway. 
  - The most population dense state is Jersey, at 488 people/km2. 5 European countries are more dense than that.
  - 10 US states have >100 people/km2 but 25 European countries do (I'm rounding Albania up)
  - California, the most populous state, is smaller than Sweeden, but larger than Germany in area. It has half the population of Germany. 90% of CA's population lives in 5% of the area (near SF and LA)
  - Driving North-South through California takes a bit over 13hrs but if you add 30 minutes you'll only hit one of those areas. 
  - Driving East-West across Texas takes 12 hrs and you'll only go through 2 major cities. You are likely to see more tornadoes than cities and definitely more cows than people (I know from experience)

Most of the US population is in the East and West coasts. With far more in the east. Most of the US is just empty, but also the land is not nearly as nice as in Europe.

I don't think it is hard for Europeans to imagine individual state sizes, but likely won't imagine how empty it is. Hell, even Americans aren't good at that

https://en.wikipedia.org/wiki/List_of_U.S._states_and_territ...

https://en.wikipedia.org/wiki/Area_and_population_of_Europea...