Any object I could name seems ultimately arbitrarily defined at some point, it's "object-ness" simply a thought in my mind.. and even that only as long as I actively uphold it, since a thought isn't an object either, but a process. Sure, I also slice the worlds into things with words (or unspoken thoughts that do the same thing), I have quite the ego actually, and I find that fun; but when I recursively ask "what is X?" and then ask that about whatever it consists of or is affected by, it quickly ends up nowhere, in a cosmic shrug.
Where exactly does an atom begin or end? Where does my body end, and does it also occupy the vast empty spaces between atoms, and so on? Is it solid with an outside, or rather just a bunch of probability clouds loosely held together by mysterious forces? Considering all mass attracts all other mass in the universe, no matter how weakly, can it be considere separate?
All I can say for sure is that "there is something", or "there is something going on", but I don't even know which of either, or if one follows from the other.
To me the world is objects. To you maybe it's a continuum.