Why does Double.NaN==Double.NaN return false?

I was just studying OCPJP questions and I found this strange code:

public static void main(String a[]) {
    System.out.println(Double.NaN==Double.NaN);
    System.out.println(Double.NaN!=Double.NaN);
}

When I ran the code, I got:

false
true

How is the output false when we're comparing two things that look the same as each other? What does NaN mean?

NaN means "Not a Number".

Java Language Specification (JLS) Third Edition says:

An operation that overflows produces a signed infinity, an operation that underflows produces a denormalized value or a signed zero, and an operation that has no mathematically definite result produces NaN. All numeric operations with NaN as an operand produce NaN as a result. As has already been described, NaN is unordered, so a numeric comparison operation involving one or two NaNs returns false and any != comparison involving NaN returns true, including x!=x when x is NaN.