What is the difference between didChangeDependencies and initState?

Context of a state is available to us from the moment the State loads its dependencies.

At the time build is called, context is available to us and is passed as an argument.

Now moving on,
initstate is called before the state loads its dependencies and for that reason no context is available and you get an error for that if you use context in initstate.
However, didChangeDependencies is called just a few moments after the state loads its dependencies and context is available at this moment so here you can use context.

However both of them are called before build is called.
The only difference is that one is called before the state loads its dependencies and the other is called a few moments after the state loads its dependencies.