The states existed, then the Confederation, then the Federation, both for the purpose of representing the states' united business where it would be inappropriate for one sate to do alone (like declare war on a foreign power).
Most of the national power of the central government (power that affected the people in the states directly) was exercised through the states and the federal powers (power that affected the nation of states) affected the states directly.
The base of power is the ability to confer citizenship. Only sovereignty confers citizenship and the states made citizens . One was a citizen of Georgia, say, and by virtue of that was a citizen of the states united. The central government was the tail and the states were the dog.
The reasoning of the power to confer citizenship is that one must live somewhere in the continental US, and that had to be in a state, unless one lived in DC.
One was loyal to the state and its people, the central government being only a construct to administer the states' business, and affect some citizens directly depending on what they were doing (like moonshining). If a state tried to legislate in a federal power area, Article 6, Section 2 came into effect.
The states had their own constitutions, but different in orientation. Each State government exercises all powers against which it is not restrained by the Bill of Rights in the State constitution. The National government exercises only those powers which are contained in the provisions of the National Constitution, the Bill of Rights therein being further limitations on that power.
The 14th amendment turned all this on its head. NOW, all people in the US were federal citizens and just reside in a state. The true power flows from top down by virtue of the power to give citizenship. I'm not sure where federal naturalization came into the picture, whether right at the beginning of the Constitution, or later, but it doesn't matter to the concept.
We've been seeing more and more of the federal fist emerge ever since.