What is Puerto Rico?

I realize it is an island, and I realize it is a territory of the United States.  But why is it not a state.  Do they pay U.S. taxes, does someone from Colorado need a passport to visit the island, do they use u.s. dollars there?

http://welcome.topuertorico.org/

I welcome people to tell me about the island.  Why don't some Puerto Ricians want to become part of Amercia. What does it mean to be an unincorporated teritory.