People's interests and needs are not the same across the world, so it doesn't make sense to have a one world STATE per se. But governance is important to be coordinated across the world between states by a single international body, perhaps sub-divided to manage different aspects of the world socio-economy.
Then the lines begin to blur, and all the separate states dissolve in time as they abolish themselves. Leaving only the global coordinating body/bodies to maintain peace and prosperity. :3
Also fuck the UN.