The reason it’s so easy to "make a sandwich" in an object-oriented language is that some programmer, somewhere, already did the work to define what a sandwich is and what you can do with it. He or she did this using a class. A class defines how to create an object, the properties and methods available to that object, how the properties are set and used, and what each method does.
A class may be thought of as a blueprint for creating objects. The blueprint determines what properties and methods an object of that class will have. A common analogy is that of a car factory. A car factory produces thousands of cars of the same model that are all built on the same basic blueprint. In the same way, a class produces objects that have the same predefined properties and methods.
In Python, classes are grouped together into modules. You import modules into your code to tell your program what objects you’ll be working with. You can write modules yourself, but most likely you'll bring them in from other parties or software packages. For example, the first line of most scripts you write in this course will be:
import arcpy
Here, you're using the import keyword to tell your script that you’ll be working with the arcpy module, which is provided as part of ArcGIS. After importing this module, you can create objects that leverage ArcGIS in your scripts.
Other modules that you may import in this course are os (allows you to work with the operating system), random (allows for generation of random numbers), csv (allows for reading and writing of spreadsheet files in comma-separated value format), and math (allows you to work with advanced math operations). These modules are included with Python, but they aren't imported by default. A best practice for keeping your scripts fast is to import only the modules that you need for that particular script. For example, although it might not cause any errors in your script, you wouldn't include import arcpy in a script not requiring any ArcGIS functions.
Readings
Read Zandbergen section 5.9 (Classes) for more information about classes.