The solid-surfaced worlds of the solar system are made mostly of 3 materials: iron metal, silicate rock, and water ice. They differ in their proportions of these 3 materials, in whether the materials are differentiated into layers or mixed together, and in whether the materials are in solid or molten form. Iron is denser than rock, which is denser than water. So worlds made mostly of rock and iron have high density, while those made mostly of ice and rock have low density. Some outer solar system moons, notably Jupiter's Europa and Io, are made mostly of rock and metal, just like the Moon and the terrestrial planets. Most worlds that have lots of ice probably have internal oceans of liquid water. The largest worlds, Venus and Earth, have such high internal pressure from self-gravity that their materials are compressed to higher densities than they would have at surface pressure.
If you are wondering where the giant planets would plot on this chart: Uranus and Neptune are made mostly of water and other ices and have similar density to Enceladus, while Jupiter and Saturn are made mostly of hydrogen and helium and have lower densities bracketing the density of water.