I can't understand how an object is created implicitly.
Example:
String s = "implicit instantiation";
Can I make my own class whose objects can be created implicitly?
No, String instantiation is handled implicitly by the compiler. Only the String and Array classes have this property.
String greeting = "Hello world!";
char[] helloArray = { 'h', 'e', 'l', 'l', 'o', '.' };
Autoboxing allows you to implicitly instantiate objects of primitive wrapper types, but that's also a special case handled by the compiler. You can't create your own classes with this ability.
Boolean b = false;
Integer i = 0;
Double pi = 3.1416;