Immutable means the created stirng object can never be changed.Just look at below example,
String s = "abc";
String s = s2;
s2 = concat.("def");
In above case s is referencing still "abc"
Only s2 now referenced to "abcdef"
check the below code,
String s = "hello";
s.concat("world");
System.out.println(s);
Output is "hello"
The object created on second line is "hello world".It doesnt have any reference so its lost though its existing.