Array and object are different data types.
An array is a list of variables, either indexed
$arr = array("one", "two", "three");
or keyed
$arr = array("a" => "one", "b" => "two, ""c" => "three");
An object is a collection of methods and properties, in object oriented terms:
$obj = new Obj();
$obj->property;
$obj->method();
PHP's MySQL library allows you to fetch record sets with any of these types, it's not really worth using objects unless they are stored as such in the database.
When using mysql_fetch_array(), using the MYSQL_FETCH_NUM flag will give you an indexed array, MYSQL_FETCH ASSOC will gived you a keyed list where the keys are the column headers. The second is most useful in my opinion 🙂