This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
You are not changing the value of the String object, you are only making the variable s refer to another String object.
In Java, variables are not objects themselves - they are only references to objects that are stored on the heap. For more information on how variables work in Java, see this JavaRanch Campfire story: Cup Size -- a story about variables