What is the difference between etching and engraving?

Engraving requires physical force. The printmaker pushes a sharp tool called a burin directly into the metal to carve out the lines. Etching uses chemistry. The artist scratches through a soft wax ground, and acid bites the exposed metal to create the groove. This fundamental difference makes etched lines look fluid and drawn, while engraved lines appear formal and structured.

I have an old print that has a deep indentation pressed into the paper all the way around the picture, why is that there?

That indentation is called a plate mark. It's there because the printmaker runs the metal plate and the dampened paper together through a high-pressure roller press. The heavy pressure forces the paper down into the inked grooves, but it also physically crushes the paper around the edges of the metal plate. A strong plate mark is a standard feature of intaglio printing methods.

Why do some prints have different states?

Printmakers often took trial impressions to check their work. If the artist decided a shadow was too light or a figure needed altering, they reworked the metal plate. Each time the plate was altered and printed again, it created a new state. Cataloguers use these states to track the evolution of the image over the artist's working process.

Sometimes when I look at the paper on these early prints there are lines running through it when held up to a window, what causes this?

You're looking at laid paper. Paper makers created this by dipping a rectangular wooden mould laced with a grid of wires into a vat of liquid rag pulp. As the water drained away, the pulp settled thinner over the raised wires. When you hold an antique etching to the light, those thinner areas show up as a bright grid pattern. Wove paper became common by the early nineteenth century. That later method used a fine wire mesh, producing a smooth sheet without those distinct internal lines.

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Antique Etchings

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Antique etchings are intaglio prints created by using acid to bite a drawn image into a metal plate, producing fine, varied lines originally intended for collecting in folios or framing for domestic display.