In the case of cloud apps, the data object is generally something that your app helps you to manage. For example, contacts in CRM or tickets in help desks. There are, however, second-level objects, such as notes or tasks, which are discussed below.
So, what exactly is the distinction between a data object and a data field? Here's an example. Consider any booked deal in your CRM system. This is a data object. However, it has defining parameters such as title, contact name, quantity, amount, and so on. These are all data fields.
Let's go back to the second-level objects. Assume you wrote a Note in your CRM for the above-mentioned deal. You might think it's a data field because it's in the deal records. However, it is not because this Note has data fields such as date, text, and author name. The two data objects have been linked together in your app. Some apps, such as Hubspot, enable you to link a single note to multiple data objects at the same time, such as contacts, appointments, and companies.
You can also use Loader to link different data objects. You could, for example, create parent-child relationships between companies in your database.