What is the Object paramter in MethodInfo.Invoke() for?

What is the purpose of the Object obj parameter of MethodInfo.Invoke()?

The MSDN documentation says:

The object on which to invoke the method or constructor

I don't understand how you invoke a method "on" an object. I thought you just called a method from Main() or a class and that's it.

And, am I able to use just any object of any type for this parameter?