Although the answers say all things are objects and shapes are certain objects, one does have to be a bit careful. See natural language is not that specific. Programming modeling is, but don't mix it with natural languages or your own mental modeling. For spoken language, a shape and an object are probably exchangeably the same thing for most people describing an Illustrator scene. Similar things happen a lot - to take an arbitrary example, some people call control points vertices, some call them nodes. It is OK, in a natural language that your teacher speaks.
I would also point out that being too rigid in your thinking can be dangerous for your problem solving tasks. The classical example is trying to make a path that bifurcates into two directions ending up in a T shaped crossing. Illustrator can not do it, but it also provides very little benefit for Illustrator to do it either. It is perfectly fine that your mental model differs form Illustrator's internal model, as long as you know it. So it is perfectly understandable that you would describe it as a T crossing, and think and behave as it would be if that brings you some benefit.
So just because Illustrator does something does not mean you have to limit yourself to Illustrator's world view. Just know it exists and be able to move between different abstractions. Same thing happens in spoken language.