If you really want to know:

$query is a reference to a hash, and this hashref is blessed into the class CGI. Try running this one liner:

    perl -e 'use CGI; $cgi = CGI->new; print $cgi, "\n\n";'
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The CGI->new() is simply a way of saying run the method 'new' of the module 'CGI'. This method returns the blessed hashref above.

This can all get really confusing in the beginning, try perldoc perltoot for a fairly nice introduction.