I would say that this is a true statement. When you declare an anonymous class, it can extend only one class or implement only one interface directly. In essence, an anonymous class
always extends at least one class (Object), in addition to any interface it might implement.
I would hope that, on the actual
SCJP exam, this would be worded carefully as to not confuse you. It seems you have a good understanding of the principles involved - I wouldn't be concerned.