A cloud is a liquid, a solid, and a gas. 
More Info: Clouds are made up of millions of tiny droplets of water all mixed up with particles of dust and various gases such as carbon dioxide and nitrogen. The cloud’s essential component, water, can be found in all three states; in addition to droplets of liquid water, clouds contain water in its gaseous form, called water vapor, and in cold weather, they can become frozen into solids. 
How Do Clouds Form?
Clouds are a combination of water droplets and condensation nuclei.
Clouds are formed when evaporation pulls water into the air creating the gaseous form of water called water vapor. When the air becomes saturated, water vapor condenses into liquid water droplets. However, it takes more than gaseous water vapor and liquid water droplets to form a cloud. These water droplets require condensation nuclei to condense upon such as dust, pollen, or smoke. Millions of water droplets collide and gather to form a cloud. 
How Do Clouds Float?
Since water is heavier than air, how do clouds remain suspended in the air? Most of the water droplets contained in a cloud are too small to have any appreciable fall velocity making them light enough to float in air. Water vapor, which is continually colliding with additional water vapor and condensation nuclei to form a cloud, will ultimately grow heavier than the surrounding air and begin to fall. Updrafts contribute to the cloud mass remaining suspended in air by offsetting the cloud particles’ fall velocities. 
Return to a Liquid State
Although they are made up of millions of particles small enough to float on the air, they do slowly fall. Ultimately, the water droplets within a cloud will grow large enough that the law of gravity will prevail. As the falling droplets of water reach warmer air, they will evaporate back into water vapor to be carried into the air and repeat the process. That’s what you’re actually seeing when you watch clouds reforming and changing shape. If the droplets are too big to evaporate before hitting the ground, they become raindrops. Rain is actually tiny bits of the cloud itself falling to earth. 
So, clouds are actually made up of water in two or three states, along with other gases and solid particles. They are mostly liquid water, however, and water in its gaseous (water vapor) and solid (ice) forms is responsible for most of what you see when you look at clouds.
Center for Multiscale Modeling of Atmospheric Processes
What’s In Clouds?
The Weather Dude
UCAR NCAR Science Education
Clouds and How They Form