Answer: An object is something that we can make and view on the screen by running code. It is a dynamic entity in JMP, such as a data table, a data column, a platform results window or a graph. Most objects can receive messages that instruct the object to perform some action on itself. When writing/editing JSL, one must name the object and include the code used to generate it.
See also Scripting Guide Terminology.
If you are interested in JMP JSL, consider this video on
Automating Analyses and Reporting without Writing Code.