Central government jobs (like SSC, RRB and UPSC recruitments) are conducted by national bodies and postings can be anywhere in India.
State government jobs (like UP Police or UPSSSC recruitments) are conducted by state commissions and postings stay mostly within that state.
Central jobs usually follow the 7th Pay Commission pay scales with all-India service conditions.
State jobs follow state pay commissions, which can differ slightly in allowances and benefits.
Choose based on where you want to live and work, and read the service rules given in each notification.