Okay. Class is stucture. Say.
Above is class. When you use new keyword, JVM (Java Virtual Machine) will allocate memory for above structure in RAM(Random Access Memory). That allocated memory is called Object.
a A = new a();
where A is another variable of tyep class "a", which we have defined above.
a(); is default constructor of class, so when you say new a(); JVM will allocate memory for class a, which you call it as object.
And as you know every memory has reference, so that reference will be stored into variable A.
Hope it makes clear now.
Class is structure consist of variables and methods.
Object is memory allocated to structure by JVM.