Original: Mato Grosso do Sul literally means "Southern Thick Forest", a name inherited from its northern neighbour state of Mato Grosso, of which it was part until split in the 1970s.
Simplified: Campo Grande is the capital of the state Mato Grosso do Sul means "Southern Thick Forest". Mato Grosso do Sul was a part of Mato Grosso until they were split in the 1970s.