An easy way to think of this is that air is a gas. If you're talking in open air, sounds travels easiest.
When you're talking underwater, (liquid) you can faintly hear a noise. This is the second easiest.
Imagine talking through a wall. (solid) Is it easy or hard to hear the person on the other side of the wall? The answer is no, it is not easy. Solids are the hardest for sound to pass throught.
