Sovereign immunity protects the government and government entities from being sued. We see this come up often times when a public school is involved in a sex abuse case. If we sue a public school, states have the sovereign immunity and say their schools can’t be sued—or, if they can be sued, that there’s a cap on the amount of damages.
Sovereign immunity comes from the old English doctrine that the king is sovereign and can’t be sued. In the United States today, states may have sovereign immunity, but if a Title IX claim is filed against the school, then there is no cap and no sovereign immunity.