This could be the dumbest question ever asked but I think it is quite confusing for a Java newbie.
An immutable object is the one you cannot modify after you create it. A typical example are string literals.
A D programming language, which becomes increasingly popular, has a notion of "immutability" through "invariant" keyword. Check this Dr.Dobb's article about it - http://dobbscodetalk.com/index.php?option=com_myblog&show=Invariant-Strings.html&Itemid=29 . It explains the problem perfectly.