This will be the year I look at PChem and biophysics. What comes first? Why thermodynamics of course, and chemists always think of molecules not steam engines, so statistical mechanics comes before thermodynamics
The assumptions behind statistical mechanics are really so bizarre that it’s a miracle that it works at all, but work it does.
Macrostates are things you can measure — temperature, pressure, volume.
Microstates give rise to macrostates, but you can’t measure them. However even though you can’t measure them, you can distinguish different ones and count them. Then you assume that each microstate is equally probable, even though you have no way in hell of experimentally measuring even one of them, and probability is what you find after repeated measurements (none of which you can make).