Objects, Methods, ... and Even Properties
Put simply, an object is a thing, anything. Just as things in the real world are objects (cars, dogs, dollar bills, and so on), things in the computer world are regarded as objects, too.
Methods are things that objects can do. In the real world, objects have methods. Cars move, dogs bark, dollars buy, and so on. alert() is a method of the Window object, so the Window object can alert the user with a message box. Examples of other methods are that windows can be opened or closed and buttons clicked. The three methods here are open(), close(), and click(). Note the parentheses. Look out for these because they signal that methods are being used, as opposed to properties.
Tip - It might help you to think of objects and properties as things and methods as actions.