The State is an Idea
Government is often misconstrued, even by some anarchists. People constantly conflate the term with society, the public, and other collective terms, when in fact it is none of those things. Government is just an idea - a beguiling idea spawned by group think & illogical thought, and one which has been considered socially acceptable by most humans for quite a few millenia. However, it is still just an idea.
Ideas Vs. Objects
Objects, like buildings & people, all the way down to the atom, have a physical mass of their own. This mass defines them in the universe as being real. All ideas have no mass in of themselves. Like virtual particles in quantum mechanics, ideas are generated by entities with mass, and can cause real objects to change their behaviour, or can bring objects together and bind them tightly. They do not exist physically unless given the energy to do so, and this can only be done by things with mass.
The only real difference between ideas and the virtual force carrying particles of physics is that ideas take a LOT longer to die than virtual particles. Once they have enough energy, ideas persistently continue to affect us. This is because we continue to provide those ideas critical to our subjective reality the energy they need to survive.
Government is an Idea: The Logical Proof
Government itself can be best defined as an entity with the authority & rights to rule people, without needing their consent. Every non-consensual form of government, from theocracy to democracy, fits this definition. Only voluntarily agreed systems, which by definition are inherently anarchic, do not fit this statement.
People, either individually or collectively, do not fit the definition of government. The do not have the right to rule others. Therefore, people cannot be called "the government" without cognitive dissonance coming into play, or assigning the idea of job roles themselves as having mass. They do not share the same properties, ergo they are not the same.
The buildings cannot carry out actions. The government can carry out an action. Therefore government buildings are not the government. The same is true for flags, the legal code & law books, and all non-human components of the state. None of these can carry out an action, so they do not cannot be used to say government as having its own intrinsic mass.
If neither the people who make up the entity known as the state can be called the state itself, nor the objects that give it residence or any permanence over time can be called the state due to being inanimate, then the state must be no more than an idea, one that people are constantly providing energy to.
Why People Struggle to See the State as Just an Idea
This can be best expressed in two words: cognitive dissonance. For those who are unfamiliar with this concept, cognitive dissonance is when people believe two conflicting ideas are true. This is why some can think murder is wrong, except for that which is sanctioned by an authority (like the state or a religion). They have this issue because of a number of reasons - traditions, fear & other emotions, or simply via reinforcement (both positive and negative) from those who are investing energy into that idea. These reasons, however, are all logical fallacies - to whit appealing to tradition, appealing to emotions, and bandwagon fallacies respectively.
What this Means
To put it blunty, this means society is delusional over the idea of the state. They think it is real because it actively impacts their lives, but the reality is that the only thing governing their actions is their own mind. Having a state does not prevent crime, reduce poverty, or guarantee a good level of service for things we need that are provided by that entity. It does guarantee that decision making will be done illogically, that someone somewhere in its influence will be oppressed, and that everyone has their labours stolen from them.
Conclusion
So the next time someone says the government exists, you hopefully can now explain why it is nothing more than a shared delusion they have, along with other illogical thinkers. They won't agree, I can guarantee that, but at least you can explain why they're wrong, logically.