In QFT, put simply, we have some quantized field which lives on our spacetime and the excitations of this field correspond to particles. So some particular excitation would correspond to a particle at a given point on the spacetime, say $x^{\mu}$.
In string theory, we are essentially considering a $2$-dimensional cft which is itself a $2$-dimensional qft with fields $X^{\mu} : \Sigma \to M$ mapping from the two-dimensional world sheet to the $d$-dimensional target space. By the methods used in QFT, we can canonically quantize the theory creating a Fock space which defines the different types of particles that can exist. Then, as with any QFT, a particle would correspond to an excitation of the field $X^{\mu}$ and so some particular excitation of this field would correspond to a particle at a given point on the worldsheet, say at the point $(\tau, \sigma)$.
Is this the correct way to think about particles in string theory? This seems strange as I thought that a particular state corresponds to an excitations of the whole string, not simply some point on the string? What am I not seeing?