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.
EJB lookups are stored in the JNDI. You may not want your application to know the actual JNDI path. Especially since you could have two applications that use the same path. Using a reference provides a level of indirection so you don't have to change your code if the JNDI changes.