So $\psi(x = a)$ is not a state, because it isn't a function --- it's just a number. In fact, evaluating this number, you've just asked "is the state of the particle 0.368?" Hopefully you see that this is a nonsensical statement!
One of the central rules of quantum mechanics is that, when a measurement of an observable $O$ is made, the outcome is one of the eigenvalues of $\hat{O}$, and the system collapses into the corresponding eigenstate of $\hat{O}$.
So if position is measured, and found to be $x=a$, then the system is going to collapse into the eigenstate of position with eigenvalue $a$. Informally, this state is the delta function.
$$\psi(x) = \delta(x-a) \qquad \mathrm{after\ measurement}$$
To see this, note that we're looking for a function $\psi$ that, when multiplied by $x$, returns the same function scaled by a factor $a$. At first glance it might appear that there is no such function: $\sin x$ is certainly not proportional to $x \sin x$, and $1/x^2$ looks rather different to $1/x$ etc. The delta function is the only thing that works, because it's only non-zero at one specific point. Thus, multiplying it by $x$ has the effect of changing the height of the spike by a certain amount $a$ corresponding to where the spike is, leaving everything else zero. This is equivalent to multiplying the whole function by $a$. Hence it is an eigenstate.