When you call a function (non arrow function), this is always an implicit parameter.

Normal functions

By normal functions I mean functions that are not methods.

In strict mode value of this is always undefined.

And in non strict mode value of this is always the global object (window in browsers)

function foo() {
  "use strict";
  return this;
}

function bar() {
  return this;
}

console.log(foo() === undefined); // true
console.log(bar() === window); // true

Methods

this refers to the object on which the method has been invoked.

function foo() {
  "use strict";
  return this;
}

const obj = { foo };

console.log(obj.foo() === obj); // true

And in your case the callback passed to then is a normal function (not a method), so it's this is set undefined, hence you are getting an error.

Update to an arrow function and it would solve the issue because arrow functions don't have their own this, in arrow functions this is decided on the basis of lexical scope. Checkout the example below:

const getRandomNums = (delay) =>
  new Promise((res) => setTimeout(() => res([5, 2, 3]), delay));

class App extends React.Component {
  constructor() {
    super();
    this.state = { nums: [] };
  }

  componentDidMount() {
    getRandomNums(1500).then((nums) => {
      this.setState({ nums });
    });
  }

  render() {
    return <div>{JSON.stringify(this.state.nums, null, 2)}</div>;
  }
}

ReactDOM.render(<App />, document.getElementById("root"));

<script crossorigin src="https://unpkg.com/react@17/umd/react.development.js"></script>
<script crossorigin src="https://unpkg.com/react-dom@17/umd/react-dom.development.js"></script>
<div id="root"></div>

You can also do Use arrow function instead of function

axios.post(
  "API/path/to/ressource",
  postData,
  {
    headers: {
      "X-Access-Token":
        "token",
    },
  }
)
  .then((res) => {
    this.setState({
      isCorrectAnswer: res.data.correct //Here im trying to change the state
    }, () => console.log(this.state.isCorrectAnswer)) //and logging into console
  })
  .catch((error) => {
    console.log(error);
  });