I pulled most of this from Wikipedia here.
A stationary state is called ''stationary'' because the system remains in the same state as time elapses, in every observable way. For a single-particle Hamiltonian, this means that the particle has a constant probability distribution for its position, its velocity, its spin, etc.
A stationary state is not mathematically constant:
$$|\Psi(t)\rangle = e^{-iE_{\Psi}t/\hbar}|\Psi(0)\rangle$$
However, all observable properties of the state are in fact constant. For example, if $|\Psi(t)\rangle$ represents a simple one-dimensional single-particle wavefunction $\Psi(x,t)$, the probability that the particle is at location $x$ is:
$$|\Psi(x,t)|^2 = \left| e^{-iE_{\Psi}t/\hbar}\Psi(x,0)\right|^2 = \left| e^{-iE_{\Psi}t/\hbar}\right|^2 \left| \Psi(x,0)\right|^2 = \left|\Psi(x,0)\right|^2$$
which is independent of the time $t$. Note, we are able to write
$$ \left| e^{-iE_{\Psi}t/\hbar}\right|^2 \left| \Psi(x,0)\right|^2 = \left|\Psi(x,0)\right|^2$$ because
$e^{-iE_{\Psi}t/\hbar}$ is a unitary operator. The constancy of the probability distribution follows from that fact by simple rearrangement.