A GameObject contains components. (See documentation on GameObject for more information.)
Below is an example of how the GameObject and component relationship works using the most common compontent, the Transform Component.
You can see the Transform Component by looking at the Inspector for a new GameObject:
It is impossible to create a GameObject in the Editor without a Transform Component. This component defines the GameObject’s position, rotation, and scale in the game world and Scene view.
The Transform Component also enables a concept called ‘parenting’ which is a critical part of working with GameObjects. To learn more about the Transform Component and parenting, see the Transform Component Reference page.
The Transform Component is critical to all GameObjects, so each GameObject has one but GameObjects can contain other components as well.
Every Scene has a Main Camera GameObject by default. It has several components.(You can see see this by selecting it in your open Scene to view its Inspector.)
Looking at the Inspector of the Main Camera GameObject, you can see that it contains additional components. Specifically, a Camera Component, a GUILayer, a Flare Layer, and an Audio Listener. All of these components provide functionality to this GameObject.