When you think of an object in general terms, you think of a "thing." However, in Blender, an Object is more than that. Every Blender object has a center point (the pink dot) where its transforms occur by default. The transforms are: location, rotation and scale.
Look at the default scene and notice a pink outline around the Cube–this means the Cube is selected. Also notice the red, green and blue arrows on the Cube; this is the Transform gizmo (or "transform manipulator"). It's currently set to Grab mode (move mode in Blender). The white circle is part of this gizmo. Next, notice the red and white circle with four black lines; this is the 3D Cursor (we'll discuss in another tutorial). Finally, notice the pink dot in the middle of the Cube. This is the object's center point where the transforms occur by default, which is why the transform gizmo is centered there by default (Figure 1).
With RMB, select the Camera and notice its pink dot isn't actually at the center, but notice the transform gizmo originates at the center point by default (Figure 2).
With RMB, select the light (called a Lamp in Blender) and notice its center point. Again, the transform gizmo originates at the pink dot (Figure 3).
These are a few of the different types of Blender objects. Select the Cube again with the RMB. Then, look at the bottom panels, at the Link and Materials panel. At the top-right, notice the field that has an "OB" next to it and "Cube" in the field (Figure 4). This is the object name field, and it refers to the selected object (more specifically the active object).
If you select this field and type in a different name, you will have just changed the object name for the cube.
Watch the video tutorial: Objects - Intro.
Figure 2: Camera object center
Figure 4: Link and Materials panel